+314.0%
VIAV vs CP
+259.0%
+55.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | +23.7% | +0.9% | +22.8% | +23.2% |
| 30D | -21.2% | +10.3% | -31.5% | -25.2% |
| 3M | -24.5% | +2.3% | -26.8% | -25.8% |
| 6M | -39.1% | +10.7% | -49.8% | -42.7% |
| YTD | +82.6% | +29.3% | +53.3% | +59.9% |
| 1Y | +82.7% | +31.5% | +51.3% | +58.8% |
| 3Y | +315.1% | +36.7% | +278.3% | +245.0% |
| 5Y | +113.4% | +26.8% | +86.6% | +80.4% |
| All | +314.0% | +259.0% | +55.0% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling