-100.0%
VIVK vs CAPR
-63.0%
-37.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | +26.5% | -40.8% | -18.8% |
| 7D | -48.0% | +25.8% | -73.8% | -50.5% |
| 30D | -88.4% | +50.2% | -138.6% | -89.5% |
| 3M | -98.7% | +185.5% | -284.2% | -99.1% |
| 6M | -100.0% | -64.8% | -35.1% | -99.9% |
| All | -100.0% | -63.0% | -37.0% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 6mo: compounded portfolio wealth divided by compounded CAPR 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…
6mo analysis · Full analysis span regression · 6 months rolling