+89.6%
CL vs VIVK
-100.0%
+189.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.5% | +9.3% | +1.8% |
| 7D | +3.2% | -57.7% | +60.9% | +3.3% |
| 30D | +8.0% | -87.3% | +95.3% | +8.2% |
| 3M | +7.9% | -98.9% | +106.8% | +8.4% |
| 6M | +14.7% | -100.0% | +114.7% | +15.9% |
| YTD | +29.2% | -100.0% | +129.1% | +30.2% |
| 1Y | +29.5% | -100.0% | +129.5% | +31.2% |
| 3Y | +40.7% | -100.0% | +140.7% | +42.4% |
| 5Y | +43.9% | -100.0% | +143.9% | +45.9% |
| All | +89.6% | -100.0% | +189.6% | +91.7% |
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