+32.2%
CB vs VIVK
-100.0%
+132.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -27.5% | +29.5% | +2.2% |
| 7D | +5.3% | -68.7% | +73.9% | +5.6% |
| 30D | +13.2% | -90.0% | +103.2% | +14.0% |
| 3M | +7.8% | -98.1% | +105.8% | +9.4% |
| 6M | +15.8% | -99.9% | +115.7% | +17.7% |
| YTD | +21.0% | -99.9% | +120.9% | +22.8% |
| 1Y | +32.2% | -100.0% | +132.2% | +38.5% |
| All | +32.2% | -100.0% | +132.2% | +38.5% |
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