-1.3%
CMS vs VIVK
-100.0%
+98.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -12.3% | +12.1% | -0.1% |
| 7D | +0.4% | -1.4% | +1.7% | +0.4% |
| 30D | -3.6% | -43.6% | +40.0% | -3.3% |
| 3M | -1.9% | -95.1% | +93.2% | -0.3% |
| 6M | -11.0% | -98.2% | +87.2% | -9.4% |
| YTD | +0.2% | -97.9% | +98.1% | +1.2% |
| 1Y | -1.3% | -100.0% | +98.7% | +2.3% |
| All | -1.3% | -100.0% | +98.7% | +2.3% |
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