+50.5%
COP vs VIVK
-100.0%
+150.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.6% | +0.3% |
| 7D | +2.3% | -4.4% | +6.7% | +2.3% |
| 30D | +8.6% | -40.8% | +49.4% | +8.9% |
| 3M | +19.9% | -94.1% | +114.0% | +20.6% |
| 6M | +19.0% | -98.2% | +117.2% | +19.7% |
| YTD | +50.0% | -98.0% | +148.0% | +50.1% |
| 1Y | +50.5% | -100.0% | +150.5% | +46.7% |
| All | +50.5% | -100.0% | +150.5% | +46.7% |
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 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