+487.0%
CF vs VIVK
-100.0%
+587.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -23.6% | +23.5% | +0.1% |
| 7D | -0.9% | -44.2% | +43.3% | -0.5% |
| 30D | +6.9% | -90.0% | +97.0% | +8.5% |
| 3M | +4.8% | -98.0% | +102.8% | +7.8% |
| 6M | +4.7% | -99.9% | +104.6% | +10.0% |
| YTD | +56.5% | -99.9% | +156.4% | +62.7% |
| 1Y | +48.4% | -100.0% | +148.4% | +57.4% |
| 3Y | +59.1% | -100.0% | +159.1% | +68.4% |
| 5Y | +109.5% | -100.0% | +209.5% | +122.4% |
| 10Y | +487.0% | -100.0% | +587.0% | +515.5% |
| All | +487.0% | -100.0% | +587.0% | +515.5% |
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