+107.8%
CB vs VIVK
-100.0%
+207.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.5% | +8.6% | +1.1% |
| 7D | +2.9% | -57.7% | +60.6% | +3.3% |
| 30D | +7.3% | -87.3% | +94.6% | +8.3% |
| 3M | +9.4% | -98.9% | +108.3% | +12.0% |
| 6M | +19.6% | -100.0% | +119.6% | +24.1% |
| YTD | +21.5% | -100.0% | +121.4% | +25.3% |
| 1Y | +28.0% | -100.0% | +128.0% | +34.2% |
| 3Y | +74.9% | -100.0% | +174.9% | +82.8% |
| All | +107.8% | -100.0% | +207.8% | +115.6% |
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