+55.4%
CVS vs VIVK
-100.0%
+155.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | -2.0% | -9.5% | +7.5% | -2.0% |
| 30D | +1.9% | -35.1% | +37.0% | +2.0% |
| 3M | -2.2% | -93.4% | +91.2% | -2.4% |
| 6M | +26.7% | -98.0% | +124.7% | +26.0% |
| YTD | +22.9% | -97.9% | +120.7% | +21.8% |
| 1Y | +32.9% | -100.0% | +132.9% | +33.8% |
| All | +55.4% | -100.0% | +155.4% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling