+320.2%
CVE vs VIVK
-100.0%
+420.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.3% | +11.0% | -0.9% |
| 7D | +2.5% | -1.4% | +3.9% | +2.5% |
| 30D | +16.7% | -43.6% | +60.3% | +18.7% |
| 3M | +9.3% | -95.1% | +104.4% | +17.4% |
| 6M | +43.6% | -98.2% | +141.8% | +55.6% |
| YTD | +93.6% | -97.9% | +191.5% | +104.2% |
| 1Y | +98.8% | -100.0% | +198.7% | +138.8% |
| 3Y | +73.6% | -100.0% | +173.6% | +98.6% |
| All | +320.2% | -100.0% | +420.1% | +386.9% |
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