+159.5%
CVE vs VIVK
-100.0%
+259.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.5% | +8.1% | +0.9% |
| 7D | +5.9% | -57.7% | +63.6% | +8.5% |
| 30D | -10.9% | -87.3% | +76.4% | -6.2% |
| 3M | -4.5% | -98.9% | +94.4% | +7.5% |
| 6M | -1.0% | -100.0% | +99.0% | +20.4% |
| YTD | +74.7% | -100.0% | +174.7% | +105.2% |
| 1Y | +65.8% | -100.0% | +165.8% | +113.0% |
| 3Y | +73.2% | -100.0% | +173.2% | +118.7% |
| All | +159.5% | -100.0% | +259.5% | +230.3% |
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