+398.7%
VIAV vs CVE
+170.0%
+228.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.5% | +8.6% | +10.7% |
| 7D | +11.3% | +0.2% | +11.1% | +11.3% |
| 30D | -1.0% | +17.5% | -18.5% | -3.8% |
| 3M | -20.5% | +16.2% | -36.7% | -22.7% |
| 6M | +39.0% | +47.8% | -8.8% | +29.5% |
| YTD | +117.5% | +98.5% | +19.0% | +92.4% |
| 1Y | +233.8% | +109.8% | +124.0% | +191.6% |
| 3Y | +295.4% | +75.5% | +219.9% | +250.5% |
| 5Y | +134.3% | +341.6% | -207.3% | +72.8% |
| 10Y | +398.7% | +159.8% | +238.9% | +223.6% |
| All | +398.7% | +170.0% | +228.7% | +223.6% |
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