+304.1%
CFG vs VIVK
-100.0%
+404.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.3% |
| 7D | -1.7% | -9.5% | +7.8% | -1.6% |
| 30D | -4.6% | -35.1% | +30.5% | -4.2% |
| 3M | +7.9% | -93.4% | +101.2% | +10.1% |
| 6M | +19.9% | -98.0% | +117.8% | +23.0% |
| YTD | +21.7% | -97.9% | +119.5% | +23.9% |
| 1Y | +38.4% | -100.0% | +138.4% | +46.2% |
| 3Y | +187.0% | -100.0% | +287.0% | +200.7% |
| 5Y | +99.5% | -100.0% | +199.5% | +109.4% |
| All | +304.1% | -100.0% | +404.1% | +300.2% |
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