+34.8%
CF vs VIVK
-100.0%
+134.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -27.5% | +23.1% | -4.1% |
| 7D | -6.9% | -68.7% | +61.8% | -6.0% |
| 30D | -3.7% | -90.0% | +86.3% | -1.8% |
| 3M | -5.0% | -98.1% | +93.1% | -1.4% |
| 6M | -10.5% | -99.9% | +89.4% | -4.2% |
| YTD | +46.5% | -99.9% | +146.4% | +51.5% |
| 1Y | +34.8% | -100.0% | +134.8% | +61.7% |
| All | +34.8% | -100.0% | +134.8% | +61.7% |
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