+2,871.3%
VIAV vs CP
+8,704.3%
-5,832.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.3% | +3.5% |
| 7D | -4.6% | -2.7% | -1.9% | -3.1% |
| 30D | -10.4% | +0.2% | -10.5% | -10.5% |
| 3M | -34.5% | +2.6% | -37.1% | -35.9% |
| 6M | +7.0% | +6.0% | +1.0% | +3.2% |
| YTD | +95.6% | +24.9% | +70.7% | +71.9% |
| 1Y | +197.2% | +20.1% | +177.1% | +166.3% |
| 3Y | +232.0% | +16.4% | +215.6% | +195.6% |
| 5Y | +102.2% | +31.7% | +70.5% | +62.7% |
| 10Y | +344.6% | +223.9% | +120.8% | +99.1% |
| All | +2,871.3% | +8,704.3% | -5,832.9% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling