+220.7%
CF vs VIVK
-100.0%
+320.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -12.3% | +9.1% | -3.0% |
| 7D | +6.0% | -1.4% | +7.4% | +6.0% |
| 30D | +14.8% | -43.6% | +58.5% | +15.8% |
| 3M | +14.1% | -95.1% | +109.2% | +18.4% |
| 6M | +28.5% | -98.2% | +126.7% | +34.0% |
| YTD | +74.9% | -97.9% | +172.9% | +79.5% |
| 1Y | +61.7% | -100.0% | +161.7% | +77.4% |
| 3Y | +80.3% | -100.0% | +180.3% | +91.6% |
| All | +220.7% | -100.0% | +320.7% | +260.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling