+313.3%
CL vs VIVK
-100.0%
+413.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -23.6% | +25.0% | +1.4% |
| 7D | +0.5% | -44.2% | +44.7% | +0.5% |
| 30D | +11.6% | -90.0% | +101.6% | +11.5% |
| 3M | +5.6% | -98.0% | +103.6% | +5.5% |
| 6M | +13.2% | -99.9% | +113.1% | +13.0% |
| YTD | +26.9% | -99.9% | +126.9% | +26.8% |
| 1Y | +27.3% | -100.0% | +127.3% | +27.2% |
| 3Y | +39.7% | -100.0% | +139.7% | +39.6% |
| 5Y | +41.3% | -100.0% | +141.3% | +41.1% |
| 10Y | +76.3% | -100.0% | +176.3% | +76.5% |
| All | +313.3% | -100.0% | +413.3% | +339.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling