+70.1%
CB vs VIVK
-100.0%
+170.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.7% | -9.1% | -1.5% |
| 7D | -0.6% | +13.1% | -13.7% | -0.7% |
| 30D | -3.9% | -29.7% | +25.8% | -3.8% |
| 3M | +4.9% | -93.0% | +97.9% | +5.5% |
| 6M | +3.3% | -98.0% | +101.2% | +3.9% |
| YTD | +8.5% | -97.8% | +106.3% | +9.0% |
| 1Y | +22.1% | -100.0% | +122.0% | +24.5% |
| 3Y | +70.1% | -100.0% | +170.1% | +70.3% |
| All | +70.1% | -100.0% | +170.1% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling