+414.8%
VIAV vs COPX
+200.8%
+214.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | +13.6% | +6.0% | +7.6% | +10.5% |
| 30D | +5.3% | +6.4% | -1.1% | +2.2% |
| 3M | -15.6% | +19.3% | -34.9% | -22.5% |
| 6M | +34.0% | +16.2% | +17.8% | +24.2% |
| YTD | +119.9% | +33.2% | +86.7% | +90.0% |
| 1Y | +235.2% | +90.2% | +144.9% | +143.3% |
| 3Y | +299.8% | +175.7% | +124.1% | +132.6% |
| 5Y | +140.1% | +193.1% | -53.0% | +26.7% |
| 10Y | +420.3% | +619.4% | -199.1% | +47.0% |
| All | +414.8% | +200.8% | +214.0% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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