+404.6%
VIAV vs CRL
+256.1%
+148.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.0% |
| 7D | +11.2% | -3.5% | +14.7% | +12.3% |
| 30D | -10.1% | -2.1% | -8.0% | -9.6% |
| 3M | -22.9% | +48.0% | -70.8% | -32.3% |
| 6M | +28.8% | +64.7% | -36.0% | +7.5% |
| YTD | +117.5% | +39.5% | +78.0% | +90.4% |
| 1Y | +216.1% | +74.2% | +141.9% | +155.0% |
| 3Y | +292.2% | +39.4% | +252.8% | +222.4% |
| 5Y | +141.0% | -36.9% | +177.9% | +161.0% |
| All | +404.6% | +256.1% | +148.5% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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