+192.5%
COP vs VIVK
-100.0%
+292.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.6% |
| 3M | +17.7% | -92.5% | +110.2% | +21.3% |
| 6M | +18.3% | -98.0% | +116.3% | +23.0% |
| YTD | +49.1% | -97.9% | +147.0% | +53.0% |
| 1Y | +53.3% | -100.0% | +153.3% | +67.7% |
| 3Y | +22.2% | -100.0% | +122.1% | +31.3% |
| All | +192.5% | -100.0% | +292.5% | +225.7% |
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 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