-41.3%
CLF vs VIVK
-100.0%
+58.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -12.3% | +14.1% | +1.8% |
| 7D | +7.6% | -1.4% | +9.0% | +7.6% |
| 30D | -1.2% | -43.6% | +42.4% | -1.1% |
| 3M | -13.4% | -95.1% | +81.8% | -13.1% |
| 6M | +15.4% | -98.2% | +113.6% | +15.9% |
| YTD | -5.9% | -97.9% | +92.0% | -5.6% |
| 1Y | +18.8% | -100.0% | +118.8% | +19.8% |
| 3Y | -19.4% | -100.0% | +80.6% | -18.9% |
| 5Y | -47.7% | -100.0% | +52.3% | -47.4% |
| 10Y | +130.4% | -100.0% | +230.4% | +130.8% |
| All | -41.3% | -100.0% | +58.7% | -41.8% |
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