+294.0%
CVS vs VIVK
-100.0%
+394.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.3% | -0.7% |
| 7D | -1.6% | +13.1% | -14.6% | -1.6% |
| 30D | +0.4% | -29.7% | +30.1% | +0.4% |
| 3M | -0.4% | -93.0% | +92.5% | -0.4% |
| 6M | +25.1% | -98.0% | +123.1% | +25.2% |
| YTD | +23.9% | -97.8% | +121.6% | +23.9% |
| 1Y | +41.1% | -100.0% | +141.0% | +41.3% |
| 3Y | +63.6% | -100.0% | +163.6% | +63.8% |
| 5Y | +31.5% | -100.0% | +131.5% | +31.7% |
| 10Y | +40.5% | -100.0% | +140.5% | +40.4% |
| All | +294.0% | -100.0% | +394.0% | +292.9% |
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