+243.0%
VIAV vs CART
+112.9%
+130.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.3% |
| 7D | -4.8% | +3.0% | -7.8% | -4.7% |
| 30D | -38.5% | +28.6% | -67.0% | -37.6% |
| 3M | -29.9% | +29.1% | -58.9% | -29.0% |
| 6M | -46.3% | +44.7% | -91.0% | -45.7% |
| YTD | +59.8% | +29.2% | +30.6% | +63.0% |
| 1Y | +62.3% | +66.2% | -3.8% | +62.9% |
| 3Y | +243.0% | +112.8% | +130.2% | +217.3% |
| All | +243.0% | +112.9% | +130.1% | +217.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 3y: compounded portfolio wealth divided by compounded CART 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…
3y analysis · Full analysis span regression · 6 months rolling