+95.2%
CNC vs VIVK
-100.0%
+195.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.4% | +8.9% | +1.6% |
| 7D | -0.9% | -4.4% | +3.4% | -0.9% |
| 30D | -1.0% | -40.8% | +39.8% | -1.0% |
| 3M | +4.5% | -94.1% | +98.7% | +4.5% |
| 6M | +85.2% | -98.2% | +183.4% | +84.9% |
| YTD | +61.4% | -98.0% | +159.4% | +61.0% |
| 1Y | +94.9% | -100.0% | +194.9% | +95.2% |
| 3Y | 0.0% | -100.0% | +100.0% | -0.1% |
| 5Y | +11.2% | -100.0% | +111.2% | +11.2% |
| All | +95.2% | -100.0% | +195.2% | +86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling