+7.0%
CI vs VIVK
-100.0%
+107.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.7% | +0.3% |
| 7D | +1.2% | -57.7% | +58.8% | +1.4% |
| 30D | +2.6% | -87.3% | +89.8% | +3.3% |
| 3M | +7.4% | -98.9% | +106.3% | +9.2% |
| 6M | -0.1% | -100.0% | +99.8% | +1.9% |
| YTD | +9.7% | -100.0% | +109.7% | +11.6% |
| 1Y | +12.1% | -100.0% | +112.1% | +14.4% |
| 3Y | +7.0% | -100.0% | +107.0% | +11.2% |
| All | +7.0% | -100.0% | +107.0% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling