+216.7%
CTVA vs VIVK
-100.0%
+316.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | -0.6% |
| 7D | -4.5% | -4.4% | -0.1% | -4.4% |
| 30D | +11.3% | -40.8% | +52.1% | +12.2% |
| 3M | +12.3% | -94.1% | +106.5% | +16.6% |
| 6M | +7.2% | -98.2% | +105.4% | +12.2% |
| YTD | +26.0% | -98.0% | +124.0% | +30.0% |
| 1Y | +16.0% | -100.0% | +116.0% | +28.0% |
| 3Y | +73.9% | -100.0% | +173.9% | +88.8% |
| 5Y | +103.8% | -100.0% | +203.8% | +121.9% |
| All | +216.7% | -100.0% | +316.7% | +220.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling