-69.3%
CPNG vs VIVK
-100.0%
+30.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.4% | +10.5% | +3.1% |
| 7D | -1.1% | -4.4% | +3.3% | -1.1% |
| 30D | -7.4% | -40.8% | +33.5% | -7.4% |
| 3M | -12.3% | -94.1% | +81.8% | -12.4% |
| 6M | -19.4% | -98.2% | +78.7% | -19.4% |
| YTD | -35.9% | -98.0% | +62.1% | -35.5% |
| 1Y | -53.4% | -100.0% | +46.6% | -54.3% |
| 3Y | -20.0% | -100.0% | +80.0% | -21.3% |
| 5Y | -49.6% | -100.0% | +50.4% | -51.4% |
| All | -69.3% | -100.0% | +30.7% | -71.2% |
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