-28.8%
CCL vs VIVK
-100.0%
+71.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.4% | +8.6% | +1.3% |
| 7D | -3.2% | -4.4% | +1.1% | -3.2% |
| 30D | -17.8% | -40.8% | +23.0% | -17.7% |
| 3M | -18.7% | -94.1% | +75.5% | -18.1% |
| 6M | -11.4% | -98.2% | +86.8% | -10.5% |
| YTD | -24.3% | -98.0% | +73.7% | -23.8% |
| 1Y | -28.8% | -100.0% | +71.2% | -25.7% |
| All | -28.8% | -100.0% | +71.2% | -25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling