+292.2%
VIAV vs CRS
+612.2%
-320.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.9% |
| 7D | +11.2% | -6.8% | +17.9% | +13.4% |
| 30D | -10.1% | -16.1% | +6.0% | -5.2% |
| 3M | -22.9% | -21.2% | -1.7% | -17.0% |
| 6M | +28.8% | +8.7% | +20.1% | +27.1% |
| YTD | +117.5% | +41.0% | +76.5% | +103.5% |
| 1Y | +216.1% | +82.7% | +133.4% | +177.9% |
| 3Y | +292.2% | +604.8% | -312.6% | +162.4% |
| All | +292.2% | +612.2% | -320.0% | +162.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling