+117.5%
VIAV vs CMS
+34.1%
+83.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.5% |
| 7D | +12.3% | -1.1% | +13.4% | +12.6% |
| 30D | -21.0% | +6.6% | -27.5% | -22.4% |
| 3M | -14.1% | +0.8% | -14.9% | -14.4% |
| 6M | -39.9% | -3.3% | -36.6% | -39.9% |
| YTD | +85.2% | +2.7% | +82.5% | +82.4% |
| 1Y | +84.3% | -4.0% | +88.3% | +85.2% |
| 3Y | +320.9% | +37.6% | +283.3% | +267.4% |
| 5Y | +117.5% | +35.4% | +82.1% | +82.0% |
| All | +117.5% | +34.1% | +83.5% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling