+314.0%
VIAV vs CASY
+550.0%
-236.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.3% | -1.1% |
| 7D | +23.7% | +2.5% | +21.2% | +23.0% |
| 30D | -21.2% | +10.2% | -31.4% | -23.5% |
| 3M | -24.5% | -15.7% | -8.8% | -21.6% |
| 6M | -39.1% | -18.4% | -20.7% | -36.8% |
| YTD | +82.6% | +28.3% | +54.3% | +65.5% |
| 1Y | +82.7% | +32.6% | +50.2% | +63.7% |
| 3Y | +315.1% | +159.5% | +155.5% | +190.6% |
| 5Y | +113.4% | +263.9% | -150.5% | +29.5% |
| All | +314.0% | +550.0% | -236.0% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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