+67.3%
CSGP vs VIVK
-100.0%
+167.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -23.6% | +25.8% | +2.4% |
| 7D | -1.8% | -44.2% | +42.4% | -1.6% |
| 30D | +5.3% | -90.0% | +95.3% | +6.6% |
| 3M | +3.3% | -98.0% | +101.3% | +5.8% |
| 6M | -4.7% | -99.9% | +95.3% | -0.1% |
| YTD | -53.5% | -99.9% | +46.4% | -51.7% |
| 1Y | -53.7% | -100.0% | +46.3% | -51.2% |
| 3Y | -59.7% | -100.0% | +40.3% | -57.5% |
| 5Y | -62.5% | -100.0% | +37.5% | -60.5% |
| 10Y | +67.3% | -100.0% | +167.3% | +82.1% |
| All | +67.3% | -100.0% | +167.3% | +82.1% |
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