+323.1%
VIAV vs CASY
+162.5%
+160.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.2% | +4.2% | +6.3% |
| 7D | +12.3% | +5.8% | +6.5% | +11.9% |
| 30D | -21.0% | +10.7% | -31.7% | -21.7% |
| 3M | -14.1% | -13.9% | -0.2% | -12.3% |
| 6M | -39.9% | -18.4% | -21.5% | -38.3% |
| YTD | +85.2% | +29.6% | +55.6% | +79.3% |
| 1Y | +84.3% | +32.8% | +51.4% | +77.9% |
| All | +323.1% | +162.5% | +160.5% | +284.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling