+410.2%
VIAV vs CFG
+310.3%
+99.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +13.6% | -0.6% | +14.2% | +13.7% |
| 30D | +5.3% | -4.5% | +9.9% | +7.2% |
| 3M | -15.6% | +6.3% | -21.9% | -17.7% |
| 6M | +34.0% | +20.6% | +13.4% | +24.9% |
| YTD | +119.9% | +21.2% | +98.6% | +104.8% |
| 1Y | +235.2% | +38.2% | +197.0% | +197.2% |
| 3Y | +299.8% | +185.9% | +113.9% | +168.5% |
| 5Y | +140.1% | +97.0% | +43.1% | +77.4% |
| All | +410.2% | +310.3% | +99.9% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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