+365.0%
VIAV vs CFG
+396.4%
-31.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.7% | +3.7% |
| 7D | -4.6% | +1.5% | -6.1% | -5.2% |
| 30D | -10.4% | -3.8% | -6.6% | -9.0% |
| 3M | -34.5% | +11.5% | -46.0% | -37.2% |
| 6M | +7.0% | +19.2% | -12.2% | +0.3% |
| YTD | +95.6% | +23.7% | +71.9% | +81.0% |
| 1Y | +197.2% | +38.8% | +158.3% | +163.0% |
| 3Y | +232.0% | +178.9% | +53.1% | +124.5% |
| 5Y | +102.2% | +101.8% | +0.4% | +48.0% |
| 10Y | +344.6% | +317.3% | +27.4% | +116.4% |
| All | +365.0% | +396.4% | -31.4% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling