-100.0%
VIVK vs CASY
+2,825.5%
-2,925.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.8% | -8.3% | -7.8% |
| 7D | -57.7% | +3.6% | -61.2% | -58.3% |
| 30D | -87.3% | +9.1% | -96.3% | -87.7% |
| 3M | -98.9% | -16.5% | -82.4% | -98.9% |
| 6M | -100.0% | -19.7% | -80.2% | -99.9% |
| YTD | -100.0% | +29.3% | -129.2% | -100.0% |
| 1Y | -100.0% | +33.1% | -133.1% | -100.0% |
| 3Y | -100.0% | +158.5% | -258.5% | -100.0% |
| 5Y | -100.0% | +266.7% | -366.7% | -100.0% |
| 10Y | -100.0% | +553.5% | -653.5% | -100.0% |
| All | -100.0% | +2,825.5% | -2,925.5% | -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