+899.1%
CME vs VIVK
-100.0%
+999.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.7% | -1.1% |
| 7D | -2.9% | +13.1% | -15.9% | -2.9% |
| 30D | +5.5% | -29.7% | +35.2% | +5.5% |
| 3M | +11.0% | -93.0% | +103.9% | +11.0% |
| 6M | -9.7% | -98.0% | +88.3% | -9.7% |
| YTD | +4.9% | -97.8% | +102.6% | +4.9% |
| 1Y | +10.1% | -100.0% | +110.1% | +10.1% |
| 3Y | +53.5% | -100.0% | +153.5% | +53.5% |
| 5Y | +77.2% | -100.0% | +177.2% | +77.1% |
| 10Y | +282.1% | -100.0% | +382.1% | +283.9% |
| All | +899.1% | -100.0% | +999.1% | +941.2% |
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 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