+938.8%
CF vs VIVK
-100.0%
+1,038.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +34.1% | -33.4% | +0.7% |
| 7D | -3.2% | -42.9% | +39.8% | -3.2% |
| 30D | +4.3% | -88.6% | +92.9% | +4.4% |
| 3M | +2.8% | -97.7% | +100.5% | +2.9% |
| 6M | +0.6% | -99.9% | +100.5% | +0.8% |
| YTD | +56.6% | -99.9% | +156.5% | +56.8% |
| 1Y | +49.6% | -100.0% | +149.6% | +49.8% |
| 3Y | +61.5% | -100.0% | +161.5% | +61.7% |
| 5Y | +124.0% | -100.0% | +224.0% | +124.2% |
| 10Y | +573.2% | -100.0% | +673.2% | +576.9% |
| All | +938.8% | -100.0% | +1,038.8% | +938.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling