+14.8%
CTVA vs VIAV
-22.5%
+37.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.2% | -13.4% | -0.6% |
| 7D | -2.1% | +11.3% | -13.4% | -0.4% |
| 30D | +12.0% | -1.0% | +13.0% | +12.4% |
| All | +14.8% | -22.5% | +37.3% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3mo: compounded portfolio wealth divided by compounded VIAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3mo analysis · Full analysis span regression · Available span rolling