-100.0%
VIVK vs CART
+135.4%
-235.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.7% | -8.2% | -7.5% |
| 7D | -57.7% | +1.3% | -59.0% | -57.7% |
| 30D | -87.3% | +19.2% | -106.4% | -87.4% |
| 3M | -98.9% | +17.6% | -116.5% | -98.9% |
| 6M | -100.0% | +47.4% | -147.3% | -100.0% |
| YTD | -100.0% | +30.9% | -130.8% | -100.0% |
| 1Y | -100.0% | +46.0% | -146.0% | -100.0% |
| 3Y | -100.0% | +130.3% | -230.3% | -100.0% |
| All | -100.0% | +135.4% | -235.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling