+73.2%
CVE vs VIVK
-100.0%
+173.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -27.5% | +19.8% | -7.3% |
| 7D | -12.1% | -68.7% | +56.6% | -11.1% |
| 30D | -9.8% | -90.0% | +80.2% | -7.5% |
| 3M | -0.7% | -98.1% | +97.3% | +4.1% |
| 6M | -4.3% | -99.9% | +95.6% | +2.3% |
| YTD | +70.6% | -99.9% | +170.5% | +78.7% |
| 1Y | +73.2% | -100.0% | +173.1% | +85.9% |
| All | +73.2% | -100.0% | +173.1% | +85.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling