-2.0%
CMS vs VIVK
-100.0%
+98.0%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.7% |
| 7D | -1.3% | -9.5% | +8.1% | -1.3% |
| 30D | -2.8% | -35.1% | +32.3% | -2.6% |
| 3M | -7.1% | -93.4% | +86.2% | -5.8% |
| 6M | -10.0% | -98.0% | +87.9% | -8.6% |
| YTD | -0.9% | -97.9% | +96.9% | 0.0% |
| 1Y | -2.0% | -100.0% | +98.0% | +1.6% |
| All | -2.0% | -100.0% | +98.0% | +1.6% |
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