+37.5%
CVX vs VIVK
-100.0%
+137.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -12.3% | +11.0% | -1.2% |
| 7D | +3.3% | -1.4% | +4.7% | +3.3% |
| 30D | +12.9% | -43.6% | +56.5% | +13.4% |
| 3M | +11.7% | -95.1% | +106.8% | +13.4% |
| 6M | +14.1% | -98.2% | +112.3% | +16.0% |
| YTD | +40.7% | -97.9% | +138.6% | +41.8% |
| 1Y | +37.5% | -100.0% | +137.5% | +38.9% |
| All | +37.5% | -100.0% | +137.5% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling