+1,364.2%
CNC vs VIVK
-100.0%
+1,464.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.5% | -0.8% |
| 7D | -4.9% | -7.9% | +3.0% | -4.9% |
| 30D | -3.8% | -42.0% | +38.2% | -3.8% |
| 3M | -3.2% | -92.5% | +89.3% | -3.2% |
| 6M | +47.9% | -98.0% | +145.9% | +47.9% |
| YTD | +55.7% | -97.9% | +153.6% | +55.7% |
| 1Y | +106.2% | -100.0% | +206.2% | +106.5% |
| 3Y | -2.1% | -100.0% | +97.9% | -2.0% |
| 5Y | +3.4% | -100.0% | +103.4% | +3.5% |
| 10Y | +91.7% | -100.0% | +191.6% | +91.4% |
| All | +1,364.2% | -100.0% | +1,464.2% | +1,323.3% |
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