+26.7%
CFG vs VIVK
-100.0%
+126.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.6% | +8.8% | -0.8% |
| 7D | +1.6% | -38.6% | +40.3% | +1.6% |
| 30D | +3.3% | -87.7% | +91.0% | +3.5% |
| 3M | -11.5% | -98.9% | +87.3% | -11.3% |
| 6M | +6.2% | -100.0% | +106.2% | +6.1% |
| YTD | +14.3% | -100.0% | +114.2% | +13.8% |
| 1Y | +26.7% | -100.0% | +126.7% | +28.8% |
| All | +26.7% | -100.0% | +126.7% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling