+362.4%
CFG vs VIVK
-100.0%
+462.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -12.3% | +12.3% | +0.1% |
| 7D | +1.5% | -1.4% | +2.9% | +1.5% |
| 30D | -3.8% | -43.6% | +39.8% | -3.3% |
| 3M | +11.5% | -95.1% | +106.6% | +14.1% |
| 6M | +19.2% | -98.2% | +117.4% | +22.4% |
| YTD | +23.7% | -97.9% | +121.6% | +26.0% |
| 1Y | +38.8% | -100.0% | +138.8% | +46.6% |
| 3Y | +178.9% | -100.0% | +278.9% | +191.6% |
| 5Y | +101.8% | -100.0% | +201.8% | +111.4% |
| 10Y | +317.3% | -100.0% | +417.3% | +308.4% |
| All | +362.4% | -100.0% | +462.4% | +346.8% |
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 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