+84.3%
CL vs VIVK
-100.0%
+184.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -22.8% | +22.9% | +0.2% |
| 7D | +2.6% | -56.0% | +58.5% | +2.6% |
| 30D | +11.8% | -92.3% | +104.0% | +12.1% |
| 3M | +5.9% | -98.6% | +104.5% | +6.5% |
| 6M | +13.3% | -99.9% | +113.3% | +14.5% |
| YTD | +27.1% | -100.0% | +127.1% | +28.1% |
| 1Y | +28.0% | -100.0% | +128.0% | +29.6% |
| 3Y | +39.4% | -100.0% | +139.4% | +41.1% |
| 5Y | +40.8% | -100.0% | +140.8% | +42.7% |
| All | +84.3% | -100.0% | +184.3% | +86.1% |
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