+824.2%
CMS vs VIVK
-100.0%
+924.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 6M | -11.0% | -98.2% | +87.2% | -10.9% |
| YTD | +0.2% | -97.9% | +98.1% | +0.3% |
| 1Y | -1.3% | -100.0% | +98.7% | -1.2% |
| 3Y | +35.9% | -100.0% | +135.9% | +36.1% |
| 5Y | +23.1% | -100.0% | +123.1% | +23.2% |
| 10Y | +117.9% | -100.0% | +217.9% | +118.4% |
| All | +824.2% | -100.0% | +924.2% | +861.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling