+313.5%
CL vs VIVK
-100.0%
+413.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.3% | +14.2% | -0.1% |
| 7D | -0.8% | -48.0% | +47.2% | -0.8% |
| 30D | +9.5% | -88.4% | +98.0% | +9.5% |
| 3M | +6.8% | -98.7% | +105.5% | +6.7% |
| 6M | +14.3% | -100.0% | +114.2% | +14.2% |
| YTD | +27.0% | -100.0% | +127.0% | +26.9% |
| 1Y | +26.3% | -100.0% | +126.3% | +26.1% |
| 3Y | +39.3% | -100.0% | +139.3% | +39.1% |
| 5Y | +41.5% | -100.0% | +141.5% | +41.3% |
| 10Y | +84.1% | -100.0% | +184.1% | +84.3% |
| All | +313.5% | -100.0% | +413.5% | +340.1% |
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 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