-100.0%
VIVK vs CASY
+3,003.3%
-3,103.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.3% | -12.0% | -12.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -43.6% | -11.3% | -32.3% | -41.1% |
| 3M | -95.1% | -0.6% | -94.5% | -95.1% |
| 6M | -98.2% | +10.7% | -108.9% | -98.3% |
| YTD | -97.9% | +37.1% | -135.0% | -98.1% |
| 1Y | -100.0% | +52.3% | -152.3% | -100.0% |
| 3Y | -100.0% | +215.2% | -315.2% | -100.0% |
| 5Y | -100.0% | +276.5% | -376.5% | -100.0% |
| 10Y | -100.0% | +508.4% | -608.4% | -100.0% |
| All | -100.0% | +3,003.3% | -3,103.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 all: compounded portfolio wealth divided by compounded CASY 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…
all analysis · Full analysis span regression · 6 months rolling