+692.8%
VIAV vs CVE
+89.9%
+602.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.0% |
| 7D | -4.6% | +2.5% | -7.1% | -5.2% |
| 30D | -10.4% | +16.7% | -27.1% | -13.9% |
| 3M | -34.5% | +9.3% | -43.8% | -36.1% |
| 6M | +7.0% | +43.6% | -36.6% | -2.8% |
| YTD | +95.6% | +93.6% | +2.0% | +64.5% |
| 1Y | +197.2% | +98.8% | +98.4% | +147.1% |
| 3Y | +232.0% | +73.6% | +158.4% | +179.0% |
| 5Y | +102.2% | +312.5% | -210.3% | +28.4% |
| 10Y | +344.6% | +161.0% | +183.6% | +165.2% |
| All | +692.8% | +89.9% | +602.9% | +434.6% |
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