-100.0%
VIVK vs CDW
-14.3%
-85.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | +2.2% | -16.5% | -14.5% |
| 7D | -48.0% | +2.6% | -50.6% | -48.0% |
| 30D | -88.4% | +20.4% | -108.8% | -88.5% |
| 3M | -98.7% | +28.5% | -127.2% | -98.8% |
| 6M | -100.0% | +70.6% | -170.6% | -100.0% |
| YTD | -100.0% | +29.1% | -129.0% | -100.0% |
| 1Y | -100.0% | +23.8% | -123.8% | -100.0% |
| All | -100.0% | -14.3% | -85.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling