+617.3%
COP vs VIVK
-100.0%
+717.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.3% | +11.2% | -1.1% |
| 7D | +3.0% | -1.4% | +4.4% | +3.0% |
| 30D | +17.5% | -43.6% | +61.1% | +17.5% |
| 3M | +13.4% | -95.1% | +108.5% | +13.5% |
| 6M | +17.7% | -98.2% | +115.9% | +18.0% |
| YTD | +46.6% | -97.9% | +144.5% | +46.8% |
| 1Y | +44.6% | -100.0% | +144.6% | +45.1% |
| 3Y | +20.7% | -100.0% | +120.7% | +21.1% |
| 5Y | +185.0% | -100.0% | +285.0% | +185.9% |
| 10Y | +347.0% | -100.0% | +447.0% | +348.9% |
| All | +617.3% | -100.0% | +717.3% | +653.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling