+238.9%
CRM vs VIVK
-100.0%
+338.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.4% | +9.3% | +2.0% |
| 7D | -4.4% | -4.4% | -0.1% | -4.4% |
| 30D | +28.1% | -40.8% | +69.0% | +28.6% |
| 3M | +48.8% | -94.1% | +143.0% | +51.0% |
| 6M | +28.3% | -98.2% | +126.4% | +30.7% |
| YTD | -6.0% | -98.0% | +92.0% | -4.4% |
| 1Y | +1.4% | -100.0% | +101.4% | +4.6% |
| 3Y | +11.8% | -100.0% | +111.8% | +14.8% |
| 5Y | -2.0% | -100.0% | +98.0% | +0.5% |
| All | +238.9% | -100.0% | +338.9% | +229.5% |
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