-37.7%
CAG vs VIVK
-100.0%
+62.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | -0.6% |
| 7D | -5.7% | -4.4% | -1.3% | -5.7% |
| 30D | -2.4% | -40.8% | +38.4% | -2.2% |
| 3M | +9.8% | -94.1% | +103.9% | +10.8% |
| 6M | -10.8% | -98.2% | +87.4% | -9.8% |
| YTD | -10.8% | -98.0% | +87.2% | -10.1% |
| 1Y | -19.0% | -100.0% | +81.0% | -17.0% |
| 3Y | -39.7% | -100.0% | +60.3% | -38.5% |
| 5Y | -43.0% | -100.0% | +57.0% | -41.8% |
| All | -37.7% | -100.0% | +62.3% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling