+98.2%
CVE vs VIVK
-100.0%
+198.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | -0.6% |
| 7D | +2.3% | -4.4% | +6.7% | +2.3% |
| 30D | +9.7% | -40.8% | +50.6% | +10.5% |
| 3M | +16.9% | -94.1% | +111.0% | +19.5% |
| 6M | +41.4% | -98.2% | +139.6% | +44.7% |
| YTD | +98.0% | -98.0% | +196.0% | +100.7% |
| 1Y | +98.2% | -100.0% | +198.2% | +102.0% |
| All | +98.2% | -100.0% | +198.2% | +102.0% |
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