+725.8%
CSGP vs VIVK
-100.0%
+825.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -22.8% | +19.8% | -2.9% |
| 7D | -3.2% | -56.0% | +52.8% | -3.1% |
| 30D | +2.2% | -92.3% | +94.5% | +2.3% |
| 3M | -3.7% | -98.6% | +95.0% | -3.5% |
| 6M | -7.4% | -99.9% | +92.5% | -7.2% |
| YTD | -54.9% | -100.0% | +45.1% | -54.8% |
| 1Y | -54.9% | -100.0% | +45.1% | -54.8% |
| 3Y | -61.9% | -100.0% | +38.1% | -61.8% |
| 5Y | -63.1% | -100.0% | +36.9% | -63.0% |
| 10Y | +65.1% | -100.0% | +165.1% | +66.3% |
| All | +725.8% | -100.0% | +825.8% | +752.4% |
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