+323.1%
VIAV vs CVE
+144.4%
+178.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.7% | +3.7% | +5.9% |
| 7D | +12.3% | +0.1% | +12.3% | +12.4% |
| 30D | -21.0% | -10.8% | -10.1% | -19.3% |
| 3M | -14.1% | -4.3% | -9.7% | -13.5% |
| 6M | -39.9% | -1.5% | -38.5% | -40.0% |
| YTD | +85.2% | +70.7% | +14.5% | +68.1% |
| 1Y | +84.3% | +58.1% | +26.2% | +69.3% |
| 3Y | +320.9% | +69.8% | +251.1% | +275.8% |
| 5Y | +117.5% | +148.9% | -31.4% | +77.3% |
| 10Y | +323.1% | +143.5% | +179.5% | +175.6% |
| All | +323.1% | +144.4% | +178.7% | +175.6% |
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