+290.8%
VIAV vs CF
+479.1%
-188.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +7.9% | +4.8% | +3.1% | +7.0% |
| 30D | -20.3% | +4.7% | -25.0% | -21.3% |
| 3M | -28.5% | +7.4% | -36.0% | -30.1% |
| 6M | -42.7% | +0.6% | -43.3% | -43.5% |
| YTD | +72.4% | +64.1% | +8.3% | +48.3% |
| 1Y | +81.5% | +51.4% | +30.0% | +58.9% |
| 3Y | +293.8% | +67.8% | +226.0% | +227.5% |
| 5Y | +101.4% | +114.1% | -12.7% | +46.1% |
| All | +290.8% | +479.1% | -188.2% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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