+132.2%
COP vs VIVK
-100.0%
+232.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.5% | +9.1% | +1.7% |
| 7D | +4.4% | -57.7% | +62.1% | +5.7% |
| 30D | 0.0% | -87.3% | +87.2% | +2.5% |
| 3M | +15.0% | -98.9% | +113.9% | +22.3% |
| 6M | +22.0% | -100.0% | +122.0% | +34.8% |
| YTD | +55.3% | -100.0% | +155.3% | +68.6% |
| 1Y | +64.1% | -100.0% | +164.1% | +86.5% |
| 3Y | +34.1% | -100.0% | +134.1% | +51.4% |
| All | +132.2% | -100.0% | +232.2% | +171.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling