+69.3%
CNP vs VIVK
-100.0%
+169.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.7% |
| 7D | -2.2% | -9.5% | +7.3% | -2.1% |
| 30D | -2.1% | -35.1% | +33.1% | -1.8% |
| 3M | -7.9% | -93.4% | +85.4% | -6.7% |
| 6M | -8.3% | -98.0% | +89.7% | -6.7% |
| YTD | +3.8% | -97.9% | +101.6% | +5.1% |
| 1Y | +5.9% | -100.0% | +105.8% | +9.4% |
| 3Y | +49.3% | -100.0% | +149.3% | +53.1% |
| 5Y | +69.3% | -100.0% | +169.3% | +74.7% |
| All | +69.3% | -100.0% | +169.3% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling