+153.3%
CMI vs VIVK
-100.0%
+253.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.4% | +8.6% | +1.2% |
| 7D | -0.7% | -4.4% | +3.7% | -0.7% |
| 30D | -12.4% | -40.8% | +28.4% | -12.3% |
| 3M | -14.8% | -94.1% | +79.4% | -14.5% |
| 6M | +0.8% | -98.2% | +99.0% | +1.4% |
| YTD | +10.2% | -98.0% | +108.2% | +10.5% |
| 1Y | +37.4% | -100.0% | +137.4% | +38.9% |
| 3Y | +153.3% | -100.0% | +253.3% | +136.1% |
| All | +153.3% | -100.0% | +253.3% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling