+1,323.9%
CAH vs VIVK
-100.0%
+1,423.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | -0.2% |
| 7D | -2.2% | -7.9% | +5.7% | -2.2% |
| 30D | +1.2% | -42.0% | +43.1% | +1.2% |
| 3M | +13.1% | -92.5% | +105.6% | +13.1% |
| 6M | +8.5% | -98.0% | +106.5% | +8.5% |
| YTD | +17.6% | -97.9% | +115.5% | +17.7% |
| 1Y | +60.7% | -100.0% | +160.6% | +60.8% |
| 3Y | +183.2% | -100.0% | +283.1% | +183.4% |
| 5Y | +402.2% | -100.0% | +502.2% | +402.6% |
| 10Y | +302.3% | -100.0% | +402.3% | +302.0% |
| All | +1,323.9% | -100.0% | +1,423.9% | +1,310.1% |
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