+741.5%
CSGP vs VIVK
-100.0%
+841.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -12.3% | +9.9% | -2.4% |
| 7D | -4.1% | -1.4% | -2.7% | -4.1% |
| 30D | +2.3% | -43.6% | +45.9% | +2.3% |
| 3M | -8.2% | -95.1% | +87.0% | -8.1% |
| 6M | -35.1% | -98.2% | +63.1% | -35.0% |
| YTD | -54.0% | -97.9% | +43.9% | -54.0% |
| 1Y | -65.3% | -100.0% | +34.7% | -65.3% |
| 3Y | -62.6% | -100.0% | +37.4% | -62.5% |
| 5Y | -64.8% | -100.0% | +35.2% | -64.8% |
| 10Y | +45.1% | -100.0% | +145.1% | +46.0% |
| All | +741.5% | -100.0% | +841.5% | +767.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling