-63.1%
CSGP vs VIVK
-100.0%
+36.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.5% | +10.3% | +3.0% |
| 7D | +1.3% | -57.7% | +59.0% | +2.5% |
| 30D | +2.8% | -87.3% | +90.1% | +5.4% |
| 3M | -6.3% | -98.9% | +92.6% | +0.3% |
| 6M | -3.2% | -100.0% | +96.8% | +9.8% |
| YTD | -54.0% | -100.0% | +46.0% | -48.9% |
| 1Y | -54.8% | -100.0% | +45.2% | -47.0% |
| 3Y | -60.6% | -100.0% | +39.4% | -54.3% |
| All | -63.1% | -100.0% | +36.9% | -59.2% |
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