+420.3%
VIAV vs CF
+599.7%
-179.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.7% | +0.6% |
| 7D | +13.6% | -0.8% | +14.4% | +13.7% |
| 30D | +5.3% | +14.3% | -9.0% | +2.4% |
| 3M | -15.6% | +27.9% | -43.5% | -20.2% |
| 6M | +34.0% | +25.5% | +8.5% | +24.9% |
| YTD | +119.9% | +81.2% | +38.7% | +86.9% |
| 1Y | +235.2% | +66.5% | +168.6% | +189.3% |
| 3Y | +299.8% | +76.7% | +223.1% | +231.9% |
| 5Y | +140.1% | +237.8% | -97.8% | +53.0% |
| 10Y | +420.3% | +619.9% | -199.5% | +155.1% |
| All | +420.3% | +599.7% | -179.4% | +155.1% |
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