+159.8%
CVE vs VIVK
-100.0%
+259.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.7% | -5.1% | +2.4% |
| 7D | +0.2% | +13.1% | -12.9% | -0.1% |
| 30D | +17.5% | -29.7% | +47.2% | +18.2% |
| 3M | +16.2% | -93.0% | +109.2% | +20.6% |
| 6M | +47.8% | -98.0% | +145.7% | +55.0% |
| YTD | +98.5% | -97.8% | +196.3% | +105.3% |
| 1Y | +109.8% | -100.0% | +209.7% | +131.0% |
| 3Y | +75.5% | -100.0% | +175.4% | +90.4% |
| 5Y | +341.6% | -100.0% | +441.6% | +378.6% |
| 10Y | +159.8% | -100.0% | +259.8% | +179.4% |
| All | +159.8% | -100.0% | +259.8% | +179.4% |
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