+101.5%
CFG vs VIVK
-100.0%
+201.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.8% | -1.2% |
| 7D | +2.7% | +13.1% | -10.4% | +2.5% |
| 30D | -3.7% | -29.7% | +26.0% | -3.4% |
| 3M | +9.5% | -93.0% | +102.4% | +12.0% |
| 6M | +22.2% | -98.0% | +120.2% | +25.9% |
| YTD | +22.3% | -97.8% | +120.1% | +24.6% |
| 1Y | +39.4% | -100.0% | +139.4% | +50.6% |
| 3Y | +188.5% | -100.0% | +288.5% | +205.3% |
| 5Y | +101.5% | -100.0% | +201.5% | +120.0% |
| All | +101.5% | -100.0% | +201.5% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling