+309.0%
VIAV vs CVE
+136.7%
+172.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +0.5% | +11.8% | +12.2% |
| 7D | +15.0% | -10.1% | +25.1% | +17.2% |
| 30D | -29.7% | -12.1% | -17.5% | -28.1% |
| 3M | -18.3% | -1.9% | -16.4% | -18.2% |
| 6M | -37.6% | -1.8% | -35.7% | -37.5% |
| YTD | +79.5% | +65.8% | +13.7% | +63.7% |
| 1Y | +79.6% | +60.8% | +18.7% | +64.4% |
| 3Y | +310.0% | +70.1% | +239.9% | +266.0% |
| 5Y | +105.9% | +134.8% | -28.8% | +69.5% |
| 10Y | +309.0% | +130.1% | +178.9% | +166.2% |
| All | +309.0% | +136.7% | +172.3% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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