+621.5%
COP vs VIVK
-100.0%
+721.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | +0.6% |
| 7D | -0.8% | +13.1% | -13.9% | -0.9% |
| 30D | +15.6% | -29.7% | +45.3% | +15.6% |
| 3M | +14.3% | -93.0% | +107.3% | +14.5% |
| 6M | +17.0% | -98.0% | +114.9% | +17.2% |
| YTD | +47.4% | -97.8% | +145.2% | +47.6% |
| 1Y | +52.4% | -100.0% | +152.4% | +52.9% |
| 3Y | +20.8% | -100.0% | +120.8% | +21.2% |
| 5Y | +191.7% | -100.0% | +291.7% | +192.5% |
| 10Y | +325.1% | -100.0% | +425.1% | +326.9% |
| All | +621.5% | -100.0% | +721.5% | +657.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling