+3,682.3%
CLS vs VIVK
-100.0%
+3,782.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.3% | +7.4% | +1.1% |
| 7D | +20.1% | -7.9% | +28.0% | +20.2% |
| 30D | +6.0% | -42.0% | +48.0% | +6.4% |
| 3M | -10.3% | -92.5% | +82.2% | -9.2% |
| 6M | +24.5% | -98.0% | +122.5% | +27.0% |
| YTD | +12.9% | -97.9% | +110.8% | +14.4% |
| 1Y | +36.7% | -100.0% | +136.6% | +42.5% |
| 3Y | +1,328.1% | -100.0% | +1,428.1% | +1,386.3% |
| 5Y | +3,682.3% | -100.0% | +3,782.3% | +3,824.3% |
| All | +3,682.3% | -100.0% | +3,782.3% | +3,824.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling