-20.5%
VIAV vs CLX
-0.4%
-20.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.6% | +12.7% | +9.7% |
| 7D | +11.3% | -3.5% | +14.9% | +8.0% |
| 30D | -1.0% | -11.9% | +10.9% | -11.6% |
| 3M | -20.5% | -2.6% | -17.9% | -18.9% |
| All | -20.5% | -0.4% | -20.1% | -18.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling