+329.7%
CFG vs VIVK
-100.0%
+429.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.5% | +8.1% | +0.7% |
| 7D | +3.2% | -57.7% | +60.9% | +4.0% |
| 30D | +5.1% | -87.3% | +92.4% | +6.9% |
| 3M | -11.2% | -98.9% | +87.7% | -7.7% |
| 6M | +9.6% | -100.0% | +109.5% | +16.6% |
| YTD | +15.0% | -100.0% | +114.9% | +21.2% |
| 1Y | +29.9% | -100.0% | +129.9% | +40.4% |
| 3Y | +192.1% | -100.0% | +292.1% | +215.6% |
| 5Y | +62.3% | -100.0% | +162.3% | +76.4% |
| 10Y | +219.2% | -100.0% | +319.2% | +224.4% |
| All | +329.7% | -100.0% | +429.7% | +330.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling