+27.2%
CL vs VIVK
-100.0%
+127.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.6% | +9.5% | -0.2% |
| 7D | -0.8% | -38.6% | +37.8% | -1.0% |
| 30D | +9.5% | -87.7% | +97.2% | +8.6% |
| 3M | +6.6% | -98.9% | +105.5% | +5.1% |
| 6M | +13.2% | -100.0% | +113.2% | +10.9% |
| YTD | +26.9% | -100.0% | +126.8% | +23.9% |
| All | +27.2% | -100.0% | +127.2% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling