+79.1%
CAG vs VIVK
-100.0%
+179.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.4% | -1.0% |
| 7D | -6.6% | -7.9% | +1.3% | -6.6% |
| 30D | +2.3% | -42.0% | +44.3% | +2.3% |
| 3M | +16.3% | -92.5% | +108.8% | +16.3% |
| 6M | -16.0% | -98.0% | +82.0% | -16.0% |
| YTD | -7.7% | -97.9% | +90.2% | -7.7% |
| 1Y | -16.0% | -100.0% | +83.9% | -16.0% |
| 3Y | -37.7% | -100.0% | +62.3% | -37.7% |
| 5Y | -41.2% | -100.0% | +58.8% | -41.2% |
| 10Y | -33.8% | -100.0% | +66.2% | -33.6% |
| All | +79.1% | -100.0% | +179.1% | +86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling