+395.2%
COR vs VIVK
-100.0%
+495.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.6% | +0.2% |
| 7D | -2.8% | -4.4% | +1.5% | -2.8% |
| 30D | +2.6% | -40.8% | +43.4% | +2.6% |
| 3M | +14.5% | -94.1% | +108.6% | +14.5% |
| 6M | -7.8% | -98.2% | +90.4% | -7.8% |
| YTD | -4.2% | -98.0% | +93.8% | -4.2% |
| 1Y | +7.0% | -100.0% | +107.0% | +6.7% |
| 3Y | +85.5% | -100.0% | +185.5% | +85.1% |
| 5Y | +181.2% | -100.0% | +281.2% | +180.4% |
| All | +395.2% | -100.0% | +495.2% | +401.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling