-100.0%
VIVK vs CART
+39.2%
-139.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +0.6% | -24.1% | -23.6% |
| 7D | -44.2% | +1.5% | -45.7% | -44.3% |
| 30D | -90.0% | +22.4% | -112.4% | -90.2% |
| 3M | -98.0% | +16.5% | -114.5% | -98.0% |
| 6M | -99.9% | +44.9% | -144.8% | -99.9% |
| YTD | -99.9% | +30.0% | -129.9% | -99.9% |
| 1Y | -100.0% | +59.1% | -159.1% | -100.0% |
| 3Y | -100.0% | +138.8% | -238.8% | -100.0% |
| All | -100.0% | +39.2% | -139.2% | -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