+72.4%
CB vs VIVK
-100.0%
+172.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.3% | +14.7% | +0.3% |
| 7D | -1.0% | -48.0% | +47.0% | -0.9% |
| 30D | +7.3% | -88.4% | +95.8% | +7.7% |
| 3M | +7.0% | -98.7% | +105.7% | +8.2% |
| 6M | +16.3% | -100.0% | +116.3% | +17.9% |
| YTD | +19.7% | -100.0% | +119.7% | +21.2% |
| 1Y | +27.8% | -100.0% | +127.8% | +29.8% |
| All | +72.4% | -100.0% | +172.4% | +75.7% |
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 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