-100.0%
VIVK vs CART
+40.2%
-140.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | +0.7% | -15.0% | -14.4% |
| 7D | -48.0% | -0.6% | -47.4% | -47.9% |
| 30D | -88.4% | +23.1% | -111.5% | -88.7% |
| 3M | -98.7% | +19.2% | -117.9% | -98.7% |
| 6M | -100.0% | +45.7% | -145.6% | -100.0% |
| YTD | -100.0% | +30.9% | -130.8% | -100.0% |
| 1Y | -100.0% | +50.2% | -150.2% | -100.0% |
| 3Y | -100.0% | +133.5% | -233.5% | -100.0% |
| All | -100.0% | +40.2% | -140.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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