+132.5%
CNP vs VIVK
-100.0%
+232.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | 0.0% |
| 7D | -1.4% | -4.4% | +3.0% | -1.4% |
| 30D | -2.9% | -40.8% | +37.9% | -2.6% |
| 3M | -7.5% | -94.1% | +86.6% | -6.1% |
| 6M | -7.9% | -98.2% | +90.3% | -6.1% |
| YTD | +3.7% | -98.0% | +101.8% | +5.2% |
| 1Y | +4.6% | -100.0% | +104.6% | +8.3% |
| 3Y | +49.1% | -100.0% | +149.1% | +53.7% |
| 5Y | +69.2% | -100.0% | +169.2% | +74.5% |
| All | +132.5% | -100.0% | +232.5% | +136.7% |
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 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