+219.9%
CTVA vs VIVK
-100.0%
+319.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.3% | +5.0% | -1.2% |
| 7D | -5.8% | -7.9% | +2.1% | -5.7% |
| 30D | +11.1% | -42.0% | +53.0% | +12.0% |
| 3M | +13.2% | -92.5% | +105.7% | +17.0% |
| 6M | +8.7% | -98.0% | +106.7% | +13.6% |
| YTD | +27.3% | -97.9% | +125.2% | +31.2% |
| 1Y | +18.0% | -100.0% | +118.0% | +30.3% |
| 3Y | +76.5% | -100.0% | +176.5% | +91.5% |
| 5Y | +105.1% | -100.0% | +205.1% | +123.6% |
| All | +219.9% | -100.0% | +319.9% | +223.2% |
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 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