+223.5%
CB vs VIVK
-100.0%
+323.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.3% | +6.6% | +0.3% |
| 7D | -0.5% | -7.9% | +7.4% | -0.5% |
| 30D | -3.1% | -42.0% | +38.9% | -2.8% |
| 3M | +4.2% | -92.5% | +96.7% | +5.2% |
| 6M | +4.7% | -98.0% | +102.7% | +6.0% |
| YTD | +8.8% | -97.9% | +106.7% | +9.8% |
| 1Y | +22.6% | -100.0% | +122.6% | +25.9% |
| 3Y | +70.6% | -100.0% | +170.6% | +74.4% |
| 5Y | +99.4% | -100.0% | +199.4% | +103.7% |
| 10Y | +223.5% | -100.0% | +323.4% | +220.5% |
| All | +223.5% | -100.0% | +323.4% | +220.5% |
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 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