+531.6%
CNP vs VIVK
-100.0%
+631.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.6% | +9.4% | -0.1% |
| 7D | +2.5% | -38.6% | +41.1% | +2.5% |
| 30D | +4.0% | -87.7% | +91.8% | +4.2% |
| 3M | +1.6% | -98.9% | +100.5% | +2.0% |
| 6M | -1.7% | -100.0% | +98.3% | -1.2% |
| YTD | +8.6% | -100.0% | +108.6% | +9.1% |
| 1Y | +5.8% | -100.0% | +105.8% | +6.5% |
| 3Y | +63.0% | -100.0% | +163.0% | +64.0% |
| 5Y | +74.7% | -100.0% | +174.7% | +75.8% |
| 10Y | +143.7% | -100.0% | +243.7% | +144.8% |
| All | +531.6% | -100.0% | +631.6% | +525.0% |
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