+3.5%
CI vs VIVK
-100.0%
+103.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.3% | +7.2% | +0.9% |
| 7D | -1.1% | -7.9% | +6.8% | -1.1% |
| 30D | +0.5% | -42.0% | +42.4% | +0.7% |
| 3M | -5.2% | -92.5% | +87.3% | -4.9% |
| 6M | +4.3% | -98.0% | +102.3% | +4.7% |
| YTD | +2.8% | -97.9% | +100.7% | +2.9% |
| 1Y | -5.8% | -100.0% | +94.2% | -5.7% |
| All | +3.5% | -100.0% | +103.5% | +5.0% |
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 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