+2,871.3%
VIAV vs CMS
+686.4%
+2,184.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.8% | +3.7% |
| 7D | -4.6% | +0.4% | -5.0% | -4.7% |
| 30D | -10.4% | -3.6% | -6.8% | -9.0% |
| 3M | -34.5% | -1.9% | -32.6% | -34.5% |
| 6M | +7.0% | -11.0% | +17.9% | +11.4% |
| YTD | +95.6% | +0.2% | +95.4% | +94.3% |
| 1Y | +197.2% | -1.3% | +198.5% | +196.7% |
| 3Y | +232.0% | +35.9% | +196.1% | +188.2% |
| 5Y | +102.2% | +23.1% | +79.1% | +80.1% |
| 10Y | +344.6% | +117.9% | +226.7% | +204.4% |
| All | +2,871.3% | +686.4% | +2,184.9% | +746.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling