+404.6%
VIAV vs CG
+314.7%
+89.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.2% |
| 7D | +11.2% | -9.9% | +21.0% | +15.4% |
| 30D | -10.1% | -11.7% | +1.5% | -6.2% |
| 3M | -22.9% | -4.3% | -18.6% | -22.1% |
| 6M | +28.8% | -8.8% | +37.5% | +31.8% |
| YTD | +117.5% | -26.9% | +144.3% | +140.5% |
| 1Y | +216.1% | -35.4% | +251.5% | +265.0% |
| 3Y | +292.2% | +43.0% | +249.2% | +217.9% |
| 5Y | +141.0% | +1.9% | +139.1% | +113.0% |
| All | +404.6% | +314.7% | +89.8% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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