+607.3%
CEG vs VIVK
-100.0%
+707.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -2.7% |
| 7D | +0.3% | -9.5% | +9.8% | +0.4% |
| 30D | +2.9% | -35.1% | +38.0% | +3.4% |
| 3M | +18.2% | -93.4% | +111.6% | +21.1% |
| 6M | -9.5% | -98.0% | +88.4% | -6.9% |
| YTD | -18.7% | -97.9% | +79.2% | -17.3% |
| 1Y | -10.1% | -100.0% | +89.8% | -4.1% |
| 3Y | +168.3% | -100.0% | +268.3% | +184.0% |
| All | +607.3% | -100.0% | +707.3% | +612.4% |
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