+130.1%
CVE vs VIVK
-100.0%
+230.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -23.6% | +24.1% | +1.0% |
| 7D | -10.1% | -44.2% | +34.1% | -9.3% |
| 30D | -12.1% | -90.0% | +77.9% | -9.0% |
| 3M | -1.9% | -98.0% | +96.1% | +4.5% |
| 6M | -1.8% | -99.9% | +98.1% | +10.0% |
| YTD | +65.8% | -99.9% | +165.7% | +81.6% |
| 1Y | +60.8% | -100.0% | +160.8% | +84.1% |
| 3Y | +70.1% | -100.0% | +170.1% | +94.6% |
| 5Y | +134.8% | -100.0% | +234.8% | +170.6% |
| 10Y | +130.1% | -100.0% | +230.1% | +167.4% |
| All | +130.1% | -100.0% | +230.1% | +167.4% |
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 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