+29.6%
CL vs VIVK
-100.0%
+129.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -0.4% |
| 7D | -1.4% | +13.1% | -14.4% | -1.3% |
| 30D | -5.2% | -29.7% | +24.5% | -5.3% |
| 3M | +3.3% | -93.0% | +96.3% | +2.7% |
| 6M | -4.4% | -98.0% | +93.6% | -5.1% |
| YTD | +13.9% | -97.8% | +111.7% | +13.2% |
| 1Y | +7.6% | -100.0% | +107.6% | +5.8% |
| 3Y | +29.6% | -100.0% | +129.6% | +23.3% |
| All | +29.6% | -100.0% | +129.6% | +23.3% |
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