-11.7%
CCI vs VIVK
-100.0%
+88.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.2% | -1.7% |
| 7D | -4.4% | -9.5% | +5.1% | -4.4% |
| 30D | +0.3% | -35.1% | +35.4% | +0.4% |
| 3M | -20.0% | -93.4% | +73.4% | -19.3% |
| 6M | -14.5% | -98.0% | +83.5% | -13.8% |
| YTD | -14.9% | -97.9% | +83.0% | -14.3% |
| 1Y | -17.7% | -100.0% | +82.3% | -17.5% |
| All | -11.7% | -100.0% | +88.2% | -14.5% |
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