+27.8%
CFG vs VIVK
-100.0%
+127.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -14.3% | +15.2% | +0.9% |
| 7D | -0.8% | -48.0% | +47.2% | -0.8% |
| 30D | +3.1% | -88.4% | +91.6% | +3.4% |
| 3M | -9.7% | -98.7% | +89.0% | -9.5% |
| 6M | +6.7% | -100.0% | +106.7% | +6.6% |
| YTD | +15.2% | -100.0% | +115.1% | +14.7% |
| All | +27.8% | -100.0% | +127.8% | +29.8% |
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