+172.4%
CEG vs VIVK
-100.0%
+272.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.3% | +4.6% | -1.6% |
| 7D | +1.3% | -7.9% | +9.2% | +1.4% |
| 30D | +8.8% | -42.0% | +50.8% | +9.5% |
| 3M | +17.0% | -92.5% | +109.5% | +19.8% |
| 6M | -8.7% | -98.0% | +89.3% | -5.8% |
| YTD | -16.4% | -97.9% | +81.5% | -15.2% |
| 1Y | -1.8% | -100.0% | +98.2% | +6.6% |
| All | +172.4% | -100.0% | +272.4% | +175.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling