+547.5%
VIAV vs CVE
+61.8%
+485.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.6% | +8.8% | +8.4% |
| 7D | -4.8% | -16.1% | +11.3% | -0.5% |
| 30D | -38.5% | -10.4% | -28.1% | -36.8% |
| 3M | -29.9% | -2.4% | -27.5% | -29.7% |
| 6M | -46.3% | -4.4% | -41.9% | -46.0% |
| YTD | +59.8% | +64.9% | -5.2% | +39.6% |
| 1Y | +62.3% | +66.0% | -3.7% | +41.3% |
| 3Y | +243.0% | +57.7% | +185.4% | +195.3% |
| 5Y | +80.3% | +144.7% | -64.4% | +31.6% |
| 10Y | +290.0% | +139.2% | +150.8% | +135.0% |
| All | +547.5% | +61.8% | +485.7% | +353.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling