+75.3%
VIAV vs CAI
+12.6%
+62.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -2.3% |
| 7D | -14.7% | -6.3% | -8.5% | -14.3% |
| 30D | -37.4% | +9.3% | -46.7% | -37.5% |
| 3M | -27.1% | +106.3% | -133.5% | -32.4% |
| 6M | -44.0% | +77.7% | -121.8% | -47.0% |
| YTD | +64.9% | +23.1% | +41.7% | +56.4% |
| 1Y | +75.3% | +6.5% | +68.8% | +66.1% |
| All | +75.3% | +12.6% | +62.7% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling