-100.0%
VIVK vs CBOE
+39.5%
-139.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +0.3% | -27.7% | -27.4% |
| 7D | -68.7% | +7.7% | -76.4% | -67.4% |
| 30D | -90.0% | +24.4% | -114.4% | -89.4% |
| 3M | -98.1% | +20.0% | -118.1% | -97.9% |
| 6M | -99.9% | +2.4% | -102.3% | -99.9% |
| YTD | -99.9% | +38.5% | -138.5% | -99.9% |
| 1Y | -100.0% | +39.0% | -139.0% | -100.0% |
| All | -100.0% | +39.5% | -139.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling