+97.4%
CB vs VIVK
-100.0%
+197.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.7% |
| 3M | +4.9% | -93.0% | +97.9% | +5.9% |
| 6M | +3.3% | -98.0% | +101.2% | +4.5% |
| YTD | +8.5% | -97.8% | +106.3% | +9.4% |
| 1Y | +22.1% | -100.0% | +122.0% | +25.5% |
| 3Y | +70.1% | -100.0% | +170.1% | +73.7% |
| 5Y | +97.4% | -100.0% | +197.4% | +99.9% |
| All | +97.4% | -100.0% | +197.4% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling