+51.7%
CNP vs VIVK
-100.0%
+151.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.5% | -0.8% |
| 7D | +0.7% | -7.9% | +8.5% | +0.7% |
| 30D | -0.1% | -42.0% | +41.9% | +0.3% |
| 3M | -5.6% | -92.5% | +86.9% | -4.4% |
| 6M | -7.5% | -98.0% | +90.5% | -5.8% |
| YTD | +5.5% | -97.9% | +103.4% | +6.9% |
| 1Y | +8.3% | -100.0% | +108.3% | +12.2% |
| All | +51.7% | -100.0% | +151.6% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling