+60.7%
COP vs VIVK
-100.0%
+160.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -27.5% | +22.3% | -5.0% |
| 7D | -8.1% | -68.7% | +60.5% | -7.7% |
| 30D | +6.7% | -90.0% | +96.7% | +7.9% |
| 3M | +16.9% | -98.1% | +114.9% | +19.8% |
| 6M | +11.2% | -99.9% | +111.1% | +14.8% |
| YTD | +49.5% | -99.9% | +149.4% | +52.5% |
| 1Y | +60.7% | -100.0% | +160.7% | +70.4% |
| All | +60.7% | -100.0% | +160.7% | +70.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling