-43.4%
CCL vs VIVK
-100.0%
+56.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.0% |
| 7D | -4.3% | -9.5% | +5.2% | -4.2% |
| 30D | -19.0% | -35.1% | +16.1% | -18.6% |
| 3M | -13.1% | -93.4% | +80.3% | -11.2% |
| 6M | -13.3% | -98.0% | +84.7% | -10.9% |
| YTD | -25.2% | -97.9% | +72.6% | -23.8% |
| 1Y | -27.2% | -100.0% | +72.8% | -22.9% |
| 3Y | +49.2% | -100.0% | +149.2% | +56.5% |
| 5Y | +0.4% | -100.0% | +100.4% | +5.4% |
| All | -43.4% | -100.0% | +56.6% | -43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling