+404.6%
VIAV vs CLX
-3.7%
+408.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.6% |
| 7D | +11.2% | -5.7% | +16.9% | +11.3% |
| 30D | -10.1% | -17.0% | +6.9% | -9.6% |
| 3M | -22.9% | -9.7% | -13.2% | -22.7% |
| 6M | +28.8% | -19.8% | +48.6% | +30.3% |
| YTD | +117.5% | -9.8% | +127.3% | +117.7% |
| 1Y | +216.1% | -26.2% | +242.2% | +221.9% |
| 3Y | +292.2% | -36.2% | +328.4% | +301.5% |
| 5Y | +141.0% | -38.3% | +179.3% | +144.9% |
| All | +404.6% | -3.7% | +408.2% | +382.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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