-11.0%
CMS vs VIVK
-98.3%
+87.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -12.3% | +12.1% | -0.2% |
| 7D | +0.4% | -1.4% | +1.7% | +0.4% |
| 30D | -3.6% | -43.6% | +40.0% | -3.6% |
| 3M | -1.9% | -95.1% | +93.2% | -2.2% |
| 6M | -11.0% | -98.2% | +87.2% | -11.2% |
| All | -11.0% | -98.3% | +87.3% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling