+23.6%
CMS vs VIVK
-100.0%
+123.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | -0.9% |
| 7D | +0.2% | -7.9% | +8.1% | +0.2% |
| 30D | -1.3% | -42.0% | +40.7% | -1.0% |
| 3M | -5.4% | -92.5% | +87.1% | -4.4% |
| 6M | -10.3% | -98.0% | +87.7% | -9.0% |
| YTD | -0.2% | -97.9% | +97.7% | +0.8% |
| 1Y | -0.9% | -100.0% | +99.1% | +1.8% |
| 3Y | +34.0% | -100.0% | +133.9% | +36.9% |
| 5Y | +23.6% | -100.0% | +123.5% | +26.0% |
| All | +23.6% | -100.0% | +123.5% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling