+295.4%
VIAV vs CMS
+35.3%
+260.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.5% | +10.7% | +11.1% |
| 7D | +11.3% | +1.2% | +10.1% | +11.1% |
| 30D | -1.0% | -3.2% | +2.2% | -0.4% |
| 3M | -20.5% | -2.2% | -18.3% | -21.1% |
| 6M | +39.0% | -9.4% | +48.4% | +41.3% |
| YTD | +117.5% | +0.7% | +116.8% | +116.1% |
| 1Y | +233.8% | +0.4% | +233.4% | +232.4% |
| 3Y | +295.4% | +35.2% | +260.2% | +230.7% |
| All | +295.4% | +35.3% | +260.1% | +230.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling