+142.3%
CI vs VIVK
-100.0%
+242.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +1.0% |
| 7D | -1.3% | -9.5% | +8.1% | -1.3% |
| 30D | +3.1% | -35.1% | +38.3% | +3.2% |
| 3M | -4.5% | -93.4% | +88.8% | -4.3% |
| 6M | +8.3% | -98.0% | +106.2% | +8.5% |
| YTD | +3.8% | -97.9% | +101.6% | +4.0% |
| 1Y | -5.0% | -100.0% | +95.0% | -4.6% |
| 3Y | +5.8% | -100.0% | +105.8% | +6.2% |
| 5Y | +50.6% | -100.0% | +150.6% | +51.2% |
| All | +142.3% | -100.0% | +242.3% | +144.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling