-50.5%
CPNG vs VIVK
-100.0%
+49.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.3% |
| 3M | -12.3% | -94.1% | +81.8% | -11.8% |
| 6M | -19.4% | -98.2% | +78.7% | -18.7% |
| YTD | -35.9% | -98.0% | +62.1% | -35.1% |
| 1Y | -53.4% | -100.0% | +46.6% | -53.6% |
| 3Y | -20.0% | -100.0% | +80.0% | -20.3% |
| All | -50.5% | -100.0% | +49.5% | -52.0% |
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