+19.2%
CDE vs VIVK
-100.0%
+119.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.6% | -3.1% |
| 7D | -6.1% | -9.5% | +3.4% | -6.0% |
| 30D | +9.5% | -35.1% | +44.6% | +9.6% |
| 3M | +32.0% | -93.4% | +125.4% | +32.7% |
| 6M | -12.8% | -98.0% | +85.2% | -12.2% |
| YTD | +14.2% | -97.9% | +112.1% | +14.8% |
| 1Y | +36.3% | -100.0% | +136.3% | +38.2% |
| 3Y | +821.4% | -100.0% | +921.4% | +832.2% |
| 5Y | +194.3% | -100.0% | +294.3% | +197.8% |
| 10Y | +53.2% | -100.0% | +153.2% | +52.6% |
| All | +19.2% | -100.0% | +119.2% | +15.6% |
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