-100.0%
VIVK vs CDW
-29.2%
-70.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -5.2% | +12.8% | +9.0% |
| 7D | +13.1% | -3.9% | +16.9% | +14.0% |
| 30D | -29.7% | +6.9% | -36.6% | -31.2% |
| 3M | -93.0% | +7.7% | -100.7% | -93.1% |
| 6M | -98.0% | +18.3% | -116.3% | -98.1% |
| YTD | -97.8% | +7.8% | -105.5% | -97.8% |
| 1Y | -100.0% | -12.2% | -87.8% | -100.0% |
| 3Y | -100.0% | -28.9% | -71.0% | -100.0% |
| All | -100.0% | -29.2% | -70.8% | -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