+574.3%
CF vs VIVK
-100.0%
+674.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -6.9% | +0.7% |
| 7D | -0.9% | +13.1% | -14.0% | -1.1% |
| 30D | +18.1% | -29.7% | +47.7% | +18.4% |
| 3M | +23.4% | -93.0% | +116.3% | +25.4% |
| 6M | +17.1% | -98.0% | +115.1% | +19.6% |
| YTD | +76.2% | -97.8% | +174.0% | +78.8% |
| 1Y | +62.3% | -100.0% | +162.2% | +69.3% |
| 3Y | +71.8% | -100.0% | +171.8% | +77.8% |
| 5Y | +234.6% | -100.0% | +334.6% | +246.2% |
| 10Y | +574.3% | -100.0% | +674.3% | +561.8% |
| All | +574.3% | -100.0% | +674.3% | +561.8% |
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