-100.0%
VIVK vs CBOE
+1,020.3%
-1,120.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.8% | -6.3% |
| 7D | -7.9% | -0.8% | -7.1% | -7.9% |
| 30D | -42.0% | +2.7% | -44.6% | -42.1% |
| 3M | -92.5% | +0.7% | -93.2% | -92.5% |
| 6M | -98.0% | -2.0% | -96.0% | -98.0% |
| YTD | -97.9% | +17.1% | -115.0% | -97.9% |
| 1Y | -100.0% | +26.5% | -126.5% | -100.0% |
| 3Y | -100.0% | +96.1% | -196.1% | -100.0% |
| 5Y | -100.0% | +149.3% | -249.3% | -100.0% |
| 10Y | -100.0% | +386.5% | -486.5% | -100.0% |
| All | -100.0% | +1,020.3% | -1,120.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling