-100.0%
VIVK vs CDW
-13.4%
-86.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -9.5% | -7.4% | -2.1% | -5.7% |
| 30D | -35.1% | +5.8% | -41.0% | -38.2% |
| 3M | -93.4% | +10.8% | -104.2% | -93.8% |
| 6M | -98.0% | +21.5% | -119.5% | -98.4% |
| YTD | -97.9% | +6.4% | -104.2% | -98.0% |
| 1Y | -100.0% | -14.8% | -85.2% | -100.0% |
| All | -100.0% | -13.4% | -86.6% | -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