+3,355.2%
CLS vs VIVK
-100.0%
+3,455.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.3% | +13.1% | +0.8% |
| 7D | +4.6% | -1.4% | +5.9% | +4.6% |
| 30D | -13.9% | -43.6% | +29.7% | -13.9% |
| 3M | -26.6% | -95.1% | +68.6% | -26.5% |
| 6M | +15.4% | -98.2% | +113.6% | +15.5% |
| YTD | +5.7% | -97.9% | +103.6% | +5.7% |
| 1Y | +41.1% | -100.0% | +141.1% | +41.3% |
| 3Y | +1,228.6% | -100.0% | +1,328.6% | +1,230.5% |
| 5Y | +3,240.6% | -100.0% | +3,340.6% | +3,245.4% |
| 10Y | +2,760.3% | -100.0% | +2,860.3% | +2,763.4% |
| All | +3,355.2% | -100.0% | +3,455.2% | +3,467.1% |
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