+61.8%
CVE vs VIVK
-100.0%
+161.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +34.1% | -34.7% | -0.6% |
| 7D | -16.1% | -42.9% | +26.8% | -16.1% |
| 30D | -10.4% | -88.6% | +78.2% | -10.2% |
| 3M | -2.4% | -97.7% | +95.3% | -2.0% |
| 6M | -4.4% | -99.9% | +95.5% | -3.8% |
| YTD | +64.9% | -99.9% | +164.9% | +65.9% |
| 1Y | +66.0% | -100.0% | +166.0% | +67.3% |
| 3Y | +57.7% | -100.0% | +157.7% | +58.9% |
| 5Y | +144.7% | -100.0% | +244.7% | +146.7% |
| 10Y | +139.2% | -100.0% | +239.2% | +142.2% |
| All | +61.8% | -100.0% | +161.8% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling