+89.9%
CVE vs VIVK
-100.0%
+189.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.3% | +11.0% | -1.3% |
| 7D | +2.5% | -1.4% | +3.9% | +2.5% |
| 30D | +16.7% | -43.6% | +60.3% | +16.8% |
| 3M | +9.3% | -95.1% | +104.4% | +9.6% |
| 6M | +43.6% | -98.2% | +141.8% | +44.0% |
| YTD | +93.6% | -97.9% | +191.5% | +94.0% |
| 1Y | +98.8% | -100.0% | +198.7% | +99.9% |
| 3Y | +73.6% | -100.0% | +173.6% | +74.4% |
| 5Y | +312.5% | -100.0% | +412.5% | +314.4% |
| 10Y | +161.0% | -100.0% | +261.0% | +163.5% |
| All | +89.9% | -100.0% | +189.9% | +112.2% |
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