-99.9%
VIVK vs CG
+351.2%
-451.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.6% | -10.7% | -12.1% |
| 7D | -1.4% | -4.3% | +2.9% | -0.6% |
| 30D | -43.6% | -5.1% | -38.5% | -43.1% |
| 3M | -95.1% | +8.7% | -103.8% | -95.2% |
| 6M | -98.2% | -9.2% | -89.0% | -98.2% |
| YTD | -97.9% | -18.9% | -79.1% | -97.9% |
| 1Y | -100.0% | -25.6% | -74.3% | -100.0% |
| 3Y | -100.0% | +57.3% | -157.3% | -100.0% |
| 5Y | -100.0% | +10.2% | -110.2% | -100.0% |
| 10Y | -100.0% | +364.2% | -464.2% | -100.0% |
| All | -99.9% | +351.2% | -451.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling