-2.7%
CEG vs VIVK
-100.0%
+97.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -12.3% | +17.2% | +5.0% |
| 7D | +8.0% | -1.4% | +9.4% | +8.0% |
| 30D | +12.9% | -43.6% | +56.6% | +13.3% |
| 3M | +13.2% | -95.1% | +108.3% | +15.1% |
| 6M | -7.0% | -98.2% | +91.2% | -5.4% |
| YTD | -15.0% | -97.9% | +82.9% | -15.0% |
| 1Y | -2.7% | -100.0% | +97.2% | -2.0% |
| All | -2.7% | -100.0% | +97.2% | -2.0% |
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 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