+818.8%
CB vs VIVK
-100.0%
+918.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -12.3% | +10.4% | -1.9% |
| 7D | +0.5% | -1.4% | +1.9% | +0.5% |
| 30D | -3.1% | -43.6% | +40.5% | -3.1% |
| 3M | +9.0% | -95.1% | +104.1% | +9.0% |
| 6M | +2.9% | -98.2% | +101.0% | +3.0% |
| YTD | +10.1% | -97.9% | +108.0% | +10.2% |
| 1Y | +22.8% | -100.0% | +122.8% | +23.0% |
| 3Y | +73.8% | -100.0% | +173.8% | +74.1% |
| 5Y | +99.2% | -100.0% | +199.2% | +99.5% |
| 10Y | +218.2% | -100.0% | +318.2% | +218.9% |
| All | +818.8% | -100.0% | +918.8% | +849.9% |
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 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