+209.1%
CFG vs VIVK
-100.0%
+309.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -14.3% | +15.2% | +1.0% |
| 7D | -0.8% | -48.0% | +47.2% | -0.3% |
| 30D | +3.1% | -88.4% | +91.6% | +4.9% |
| 3M | -9.7% | -98.7% | +89.0% | -6.4% |
| 6M | +6.7% | -100.0% | +106.7% | +13.4% |
| YTD | +15.2% | -100.0% | +115.1% | +21.0% |
| 1Y | +28.8% | -100.0% | +128.8% | +38.8% |
| 3Y | +190.1% | -100.0% | +290.1% | +212.9% |
| 5Y | +63.4% | -100.0% | +163.4% | +77.3% |
| All | +209.1% | -100.0% | +309.1% | +235.7% |
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