+420.3%
VIAV vs CMS
+116.0%
+304.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +13.6% | +0.2% | +13.4% | +13.5% |
| 30D | +5.3% | -1.3% | +6.6% | +5.8% |
| 3M | -15.6% | -5.4% | -10.2% | -14.6% |
| 6M | +34.0% | -10.3% | +44.3% | +38.0% |
| YTD | +119.9% | -0.2% | +120.1% | +118.9% |
| 1Y | +235.2% | -0.9% | +236.0% | +234.3% |
| 3Y | +299.8% | +34.0% | +265.8% | +256.2% |
| 5Y | +140.1% | +23.6% | +116.5% | +117.3% |
| 10Y | +420.3% | +122.2% | +298.1% | +363.8% |
| All | +420.3% | +116.0% | +304.4% | +363.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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