+330.7%
VIAV vs CDW
+903.1%
-572.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.1% |
| 7D | -4.6% | +3.2% | -7.8% | -6.0% |
| 30D | -10.4% | +9.3% | -19.7% | -14.2% |
| 3M | -34.5% | +9.8% | -44.3% | -38.3% |
| 6M | +7.0% | +23.3% | -16.4% | -7.4% |
| YTD | +95.6% | +13.7% | +82.0% | +74.8% |
| 1Y | +197.2% | -6.5% | +203.7% | +191.9% |
| 3Y | +232.0% | -25.2% | +257.2% | +257.3% |
| 5Y | +102.2% | -19.5% | +121.7% | +105.5% |
| 10Y | +344.6% | +285.8% | +58.8% | +137.0% |
| All | +330.7% | +903.1% | -572.4% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 all: compounded portfolio wealth divided by compounded CDW 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…
all analysis · Full analysis span regression · 6 months rolling