+139.6%
VIAV vs CRS
+1,363.4%
-1,223.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.9% |
| 7D | +11.2% | -6.8% | +17.9% | +13.1% |
| 30D | -10.1% | -16.1% | +6.0% | -5.8% |
| 3M | -22.9% | -21.2% | -1.7% | -17.7% |
| 6M | +28.8% | +8.7% | +20.1% | +27.0% |
| YTD | +117.5% | +41.0% | +76.5% | +102.8% |
| 1Y | +216.1% | +82.7% | +133.4% | +176.5% |
| 3Y | +292.2% | +604.8% | -312.6% | +149.6% |
| All | +139.6% | +1,363.4% | -1,223.8% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling