+189.0%
CDE vs VIVK
-100.0%
+289.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.4% | +8.6% | +1.3% |
| 7D | -3.1% | -4.4% | +1.3% | -3.1% |
| 30D | +9.5% | -40.8% | +50.3% | +10.1% |
| 3M | +25.5% | -94.1% | +119.6% | +28.8% |
| 6M | -7.9% | -98.2% | +90.3% | -4.8% |
| YTD | +15.6% | -98.0% | +113.6% | +18.5% |
| 1Y | +34.0% | -100.0% | +134.0% | +46.8% |
| 3Y | +791.9% | -100.0% | +891.9% | +847.8% |
| All | +189.0% | -100.0% | +289.0% | +199.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling