+487.8%
VIAV vs CG
+341.4%
+146.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.2% | +13.3% | +11.9% |
| 7D | +11.3% | -1.3% | +12.6% | +11.7% |
| 30D | -1.0% | -3.2% | +2.2% | -0.2% |
| 3M | -20.5% | +6.2% | -26.7% | -22.6% |
| 6M | +39.0% | -4.7% | +43.7% | +40.0% |
| YTD | +117.5% | -20.6% | +138.1% | +132.3% |
| 1Y | +233.8% | -26.4% | +260.1% | +264.5% |
| 3Y | +295.4% | +55.4% | +240.0% | +218.9% |
| 5Y | +134.3% | +9.8% | +124.5% | +104.9% |
| 10Y | +398.7% | +341.4% | +57.4% | +170.2% |
| All | +487.8% | +341.4% | +146.4% | +191.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling