-5.6%
CAG vs VIVK
-100.0%
+94.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -27.5% | +33.4% | +5.9% |
| 7D | +9.7% | -68.7% | +78.4% | +9.7% |
| 30D | +15.8% | -90.0% | +105.8% | +15.6% |
| 3M | +1.8% | -98.1% | +99.9% | +1.7% |
| 6M | +11.5% | -99.9% | +111.4% | +11.3% |
| YTD | -6.7% | -99.9% | +93.2% | -7.4% |
| 1Y | -5.6% | -100.0% | +94.4% | +2.6% |
| All | -5.6% | -100.0% | +94.4% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling