+24.5%
COP vs VIVK
-100.0%
+124.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.3% | +7.4% | +1.2% |
| 7D | -0.5% | -7.9% | +7.4% | -0.4% |
| 30D | +11.7% | -42.0% | +53.7% | +12.2% |
| 3M | +17.7% | -92.5% | +110.2% | +19.4% |
| 6M | +18.3% | -98.0% | +116.3% | +20.4% |
| YTD | +49.1% | -97.9% | +147.0% | +50.6% |
| 1Y | +53.3% | -100.0% | +153.3% | +59.9% |
| All | +24.5% | -100.0% | +124.4% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling