+40.0%
CVS vs VIAV
+419.4%
-379.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.1% |
| 7D | -2.2% | +11.2% | -13.3% | -3.5% |
| 30D | -0.1% | -10.1% | +10.1% | +0.9% |
| 3M | -5.2% | -22.9% | +17.7% | -3.1% |
| 6M | +26.9% | +28.8% | -1.9% | +18.7% |
| YTD | +22.1% | +117.5% | -95.4% | +4.3% |
| 1Y | +30.8% | +216.1% | -185.3% | +4.1% |
| 3Y | +54.4% | +292.2% | -237.8% | +15.0% |
| 5Y | +33.4% | +141.0% | -107.6% | +8.3% |
| All | +40.0% | +419.4% | -379.4% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling