+903.0%
CB vs VIVK
-100.0%
+1,003.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +9.9% | +0.4% |
| 7D | 0.0% | -38.6% | +38.7% | 0.0% |
| 30D | +7.4% | -87.7% | +95.1% | +7.5% |
| 3M | +8.6% | -98.9% | +107.5% | +8.8% |
| 6M | +16.1% | -100.0% | +116.1% | +16.4% |
| YTD | +20.2% | -100.0% | +120.2% | +20.4% |
| 1Y | +27.2% | -100.0% | +127.2% | +27.6% |
| 3Y | +72.7% | -100.0% | +172.7% | +73.2% |
| 5Y | +105.9% | -100.0% | +205.9% | +106.5% |
| 10Y | +248.1% | -100.0% | +348.1% | +249.2% |
| All | +903.0% | -100.0% | +1,003.0% | +938.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling