+135.5%
CVE vs VIVK
-100.0%
+235.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +34.1% | -34.7% | -1.7% |
| 7D | -16.1% | -42.9% | +26.8% | -15.0% |
| 30D | -10.4% | -88.6% | +78.2% | -5.5% |
| 3M | -2.4% | -97.7% | +95.3% | +7.8% |
| 6M | -4.4% | -99.9% | +95.5% | +14.3% |
| YTD | +64.9% | -99.9% | +164.9% | +89.5% |
| 1Y | +66.0% | -100.0% | +166.0% | +107.4% |
| 3Y | +57.7% | -100.0% | +157.7% | +96.2% |
| All | +135.5% | -100.0% | +235.5% | +202.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling