+216.1%
VIAV vs CRS
+79.6%
+136.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.1% |
| 7D | +11.2% | -6.8% | +17.9% | +14.2% |
| 30D | -10.1% | -16.1% | +6.0% | -3.3% |
| 3M | -22.9% | -21.2% | -1.7% | -14.5% |
| 6M | +28.8% | +8.7% | +20.1% | +27.5% |
| YTD | +117.5% | +41.0% | +76.5% | +110.5% |
| 1Y | +216.1% | +82.7% | +133.4% | +200.8% |
| All | +216.1% | +79.6% | +136.5% | +200.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling