-100.0%
VIVK vs CART
+112.9%
-212.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | +0.6% | +33.5% | +34.1% |
| 7D | -42.9% | +3.0% | -45.9% | -43.0% |
| 30D | -88.6% | +28.6% | -117.1% | -88.8% |
| 3M | -97.7% | +29.1% | -126.8% | -97.7% |
| 6M | -99.9% | +44.7% | -144.6% | -99.9% |
| YTD | -99.9% | +29.2% | -129.1% | -99.9% |
| 1Y | -100.0% | +66.2% | -166.1% | -100.0% |
| 3Y | -100.0% | +112.8% | -212.8% | -100.0% |
| All | -100.0% | +112.9% | -212.9% | -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