+67.8%
CF vs VIVK
-100.0%
+167.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.5% | +7.6% | +0.1% |
| 7D | +4.8% | -57.7% | +62.5% | +4.9% |
| 30D | +4.7% | -87.3% | +92.0% | +5.1% |
| 3M | +7.4% | -98.9% | +106.3% | +8.8% |
| 6M | +0.6% | -100.0% | +100.5% | +2.6% |
| YTD | +64.1% | -100.0% | +164.1% | +66.2% |
| 1Y | +51.4% | -100.0% | +151.4% | +53.5% |
| 3Y | +67.8% | -100.0% | +167.8% | +74.6% |
| All | +67.8% | -100.0% | +167.8% | +74.6% |
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