+57.3%
CL vs VIVK
-100.0%
+157.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | -0.4% |
| 7D | -2.3% | -7.9% | +5.6% | -2.3% |
| 30D | -5.5% | -42.0% | +36.5% | -5.4% |
| 3M | +0.8% | -92.5% | +93.3% | +1.3% |
| 6M | -4.2% | -98.0% | +93.8% | -3.7% |
| YTD | +13.4% | -97.9% | +111.3% | +13.9% |
| 1Y | +7.1% | -100.0% | +107.0% | +8.5% |
| 3Y | +29.0% | -100.0% | +129.0% | +30.3% |
| 5Y | +28.3% | -100.0% | +128.3% | +29.7% |
| 10Y | +57.3% | -100.0% | +157.3% | +51.5% |
| All | +57.3% | -100.0% | +157.3% | +51.5% |
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