-100.0%
VIVK vs CDW
+13.2%
-113.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +12.7% | -40.1% | -32.1% |
| 7D | -68.7% | +3.7% | -72.4% | -68.5% |
| 30D | -90.0% | +26.0% | -116.0% | -90.8% |
| 3M | -98.1% | +10.1% | -108.2% | -98.1% |
| 6M | -99.9% | +26.1% | -126.0% | -99.9% |
| YTD | -99.9% | +25.9% | -125.8% | -99.9% |
| 1Y | -100.0% | +21.5% | -121.5% | -100.0% |
| All | -100.0% | +13.2% | -113.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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