+72.1%
CVE vs VIVK
-100.0%
+172.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.6% | +11.3% | +1.8% |
| 7D | +4.6% | -38.6% | +43.3% | +5.2% |
| 30D | -12.0% | -87.7% | +75.7% | -9.9% |
| 3M | -3.8% | -98.9% | +95.1% | +1.8% |
| 6M | -2.7% | -100.0% | +97.2% | +6.2% |
| YTD | +73.6% | -100.0% | +173.6% | +86.3% |
| 1Y | +62.0% | -100.0% | +162.0% | +80.0% |
| All | +72.1% | -100.0% | +172.1% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling