-100.0%
VIVK vs CG
+48.1%
-148.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.0% | -2.3% | -5.7% |
| 7D | -7.9% | -6.4% | -1.5% | -6.8% |
| 30D | -42.0% | -7.1% | -34.9% | -41.2% |
| 3M | -92.5% | -1.6% | -90.9% | -92.5% |
| 6M | -98.0% | -8.3% | -89.7% | -98.0% |
| YTD | -97.9% | -23.8% | -74.1% | -97.8% |
| 1Y | -100.0% | -28.7% | -71.2% | -100.0% |
| All | -100.0% | +48.1% | -148.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling