+62.6%
CSGP vs VIVK
-100.0%
+162.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.3% | +14.1% | -0.1% |
| 7D | -7.1% | -48.0% | +40.9% | -6.8% |
| 30D | +3.6% | -88.4% | +92.1% | +4.8% |
| 3M | -2.7% | -98.7% | +96.0% | -0.2% |
| 6M | -8.0% | -100.0% | +91.9% | -3.5% |
| YTD | -55.0% | -100.0% | +45.0% | -53.1% |
| 1Y | -55.8% | -100.0% | +44.2% | -53.2% |
| 3Y | -62.0% | -100.0% | +38.0% | -59.8% |
| 5Y | -62.9% | -100.0% | +37.1% | -60.9% |
| 10Y | +62.6% | -100.0% | +162.6% | +77.6% |
| All | +62.6% | -100.0% | +162.6% | +77.6% |
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