+3,154.0%
CLS vs VIVK
-100.0%
+3,254.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -7.4% | +13.9% | +6.6% |
| 7D | +10.9% | -4.4% | +15.3% | +11.0% |
| 30D | +2.1% | -40.8% | +42.9% | +2.3% |
| 3M | -10.2% | -94.1% | +84.0% | -9.3% |
| 6M | +30.4% | -98.2% | +128.6% | +32.2% |
| YTD | +17.2% | -98.0% | +115.2% | +18.4% |
| 1Y | +41.0% | -100.0% | +141.0% | +44.7% |
| 3Y | +1,338.0% | -100.0% | +1,437.9% | +1,372.8% |
| 5Y | +3,860.6% | -100.0% | +3,960.6% | +3,956.0% |
| All | +3,154.0% | -100.0% | +3,254.0% | +3,097.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling