+40.0%
CVS vs VIVK
-100.0%
+140.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | -0.7% |
| 7D | -2.2% | -4.4% | +2.2% | -2.1% |
| 30D | -0.1% | -40.8% | +40.7% | 0.0% |
| 3M | -5.2% | -94.1% | +88.9% | -5.3% |
| 6M | +26.9% | -98.2% | +125.1% | +26.8% |
| YTD | +22.1% | -98.0% | +120.1% | +21.8% |
| 1Y | +30.8% | -100.0% | +130.8% | +30.9% |
| 3Y | +54.4% | -100.0% | +154.4% | +54.4% |
| 5Y | +33.4% | -100.0% | +133.4% | +33.5% |
| All | +40.0% | -100.0% | +140.0% | +39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling