-61.5%
CSGP vs VIVK
-100.0%
+38.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.3% | +14.1% | -0.2% |
| 7D | -7.1% | -48.0% | +40.9% | -7.0% |
| 30D | +3.6% | -88.4% | +92.1% | +4.5% |
| 3M | -2.7% | -98.7% | +96.0% | 0.0% |
| 6M | -8.0% | -100.0% | +91.9% | -1.6% |
| YTD | -55.0% | -100.0% | +45.0% | -52.5% |
| 1Y | -55.8% | -100.0% | +44.2% | -52.3% |
| All | -61.5% | -100.0% | +38.5% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling