+19.6%
CME vs VIVK
-100.0%
+119.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -27.5% | +28.8% | +1.3% |
| 7D | +4.8% | -68.7% | +73.5% | +4.8% |
| 30D | +14.2% | -90.0% | +104.2% | +14.1% |
| 3M | +17.9% | -98.1% | +116.0% | +18.1% |
| 6M | +7.2% | -99.9% | +107.2% | +9.2% |
| YTD | +16.7% | -99.9% | +116.6% | +17.6% |
| 1Y | +19.6% | -100.0% | +119.6% | +25.3% |
| All | +19.6% | -100.0% | +119.6% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling