+2,673.6%
VIAV vs CMS
+701.6%
+1,972.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +23.7% | -1.3% | +25.0% | +24.3% |
| 30D | -21.2% | +5.3% | -26.4% | -23.2% |
| 3M | -24.5% | -0.3% | -24.2% | -24.9% |
| 6M | -39.1% | -4.0% | -35.0% | -38.9% |
| YTD | +82.6% | +2.1% | +80.5% | +78.9% |
| 1Y | +82.7% | -4.7% | +87.4% | +83.9% |
| 3Y | +315.1% | +36.8% | +278.2% | +257.5% |
| 5Y | +113.4% | +34.9% | +78.5% | +82.4% |
| 10Y | +317.2% | +134.7% | +182.5% | +176.0% |
| All | +2,673.6% | +701.6% | +1,972.0% | +679.6% |
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