+35.4%
CMS vs VIVK
-100.0%
+135.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.3% | +14.1% | -0.2% |
| 7D | -1.1% | -48.0% | +46.9% | -0.9% |
| 30D | +6.6% | -88.4% | +95.0% | +7.5% |
| 3M | +0.8% | -98.7% | +99.5% | +2.8% |
| 6M | -3.3% | -100.0% | +96.6% | +0.1% |
| YTD | +2.7% | -100.0% | +102.7% | +5.7% |
| 1Y | -4.0% | -100.0% | +96.0% | +0.1% |
| 3Y | +37.6% | -100.0% | +137.6% | +43.3% |
| 5Y | +35.4% | -100.0% | +135.4% | +39.7% |
| All | +35.4% | -100.0% | +135.4% | +39.7% |
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