-63.2%
CSGP vs VIVK
-100.0%
+36.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +34.1% | -38.8% | -5.2% |
| 7D | +1.3% | -42.9% | +44.2% | +1.9% |
| 30D | +10.7% | -88.6% | +99.3% | +14.0% |
| 3M | +3.3% | -97.7% | +101.0% | +9.5% |
| 6M | -10.3% | -99.9% | +89.6% | +0.9% |
| YTD | -54.6% | -99.9% | +45.4% | -50.1% |
| 1Y | -54.6% | -100.0% | +45.3% | -47.6% |
| 3Y | -60.3% | -100.0% | +39.7% | -54.4% |
| All | -63.2% | -100.0% | +36.8% | -60.1% |
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 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