+2,037.9%
CMG vs VIVK
-100.0%
+2,137.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.3% |
| 7D | -3.8% | -9.5% | +5.6% | -3.9% |
| 30D | +12.9% | -35.1% | +48.0% | +12.6% |
| 3M | +18.8% | -93.4% | +112.1% | +17.4% |
| 6M | +4.1% | -98.0% | +102.0% | +2.5% |
| YTD | -2.4% | -97.9% | +95.5% | -3.4% |
| 1Y | -6.7% | -100.0% | +93.3% | -9.4% |
| 3Y | -7.1% | -100.0% | +92.9% | -9.4% |
| 5Y | -5.0% | -100.0% | +95.0% | -7.4% |
| 10Y | +323.5% | -100.0% | +423.5% | +338.3% |
| All | +2,037.9% | -100.0% | +2,137.9% | +2,955.9% |
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