-100.0%
VIVK vs CG
-14.1%
-85.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +4.5% | -32.0% | -28.6% |
| 7D | -68.7% | +9.4% | -78.1% | -69.6% |
| 30D | -90.0% | +8.7% | -98.8% | -90.3% |
| 3M | -98.1% | -15.0% | -83.1% | -98.0% |
| 6M | -99.9% | -13.2% | -86.7% | -99.9% |
| YTD | -99.9% | -26.2% | -73.8% | -99.9% |
| 1Y | -100.0% | -14.1% | -85.9% | -100.0% |
| All | -100.0% | -14.1% | -85.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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