+1,914.6%
CLS vs VIVK
-100.0%
+2,014.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -7.5% | +2.1% | -5.3% |
| 7D | +16.3% | -57.7% | +74.0% | +16.9% |
| 30D | -25.7% | -87.3% | +61.6% | -24.8% |
| 3M | -30.9% | -98.9% | +68.0% | -29.4% |
| 6M | -35.5% | -100.0% | +64.5% | -33.4% |
| YTD | -18.7% | -100.0% | +81.3% | -16.4% |
| 1Y | -17.9% | -100.0% | +82.1% | -14.5% |
| 3Y | +838.1% | -100.0% | +938.1% | +878.3% |
| 5Y | +1,971.9% | -100.0% | +2,071.9% | +2,062.1% |
| All | +1,914.6% | -100.0% | +2,014.6% | +1,963.2% |
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