-38.6%
CLF vs VIVK
-100.0%
+61.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.6% | +9.0% | -0.5% |
| 7D | +16.0% | -38.6% | +54.6% | +16.0% |
| 30D | +1.6% | -87.7% | +89.4% | +1.9% |
| 3M | +6.7% | -98.9% | +105.6% | +7.4% |
| 6M | +21.1% | -100.0% | +121.1% | +22.4% |
| YTD | -1.6% | -100.0% | +98.4% | -0.7% |
| 1Y | +18.5% | -100.0% | +118.5% | +20.0% |
| 3Y | -21.0% | -100.0% | +79.0% | -20.1% |
| 5Y | -41.4% | -100.0% | +58.6% | -40.6% |
| 10Y | +86.5% | -100.0% | +186.5% | +88.0% |
| All | -38.6% | -100.0% | +61.4% | -38.8% |
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