-100.0%
VIVK vs CG
+282.0%
-382.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.0% | -8.5% | -7.7% |
| 7D | -57.7% | +0.2% | -57.9% | -57.8% |
| 30D | -87.3% | +11.2% | -98.5% | -87.5% |
| 3M | -98.9% | -22.1% | -76.8% | -98.9% |
| 6M | -100.0% | -17.9% | -82.0% | -100.0% |
| YTD | -100.0% | -31.3% | -68.7% | -100.0% |
| 1Y | -100.0% | -24.0% | -76.0% | -100.0% |
| 3Y | -100.0% | +45.0% | -145.0% | -100.0% |
| 5Y | -100.0% | -22.6% | -77.4% | -100.0% |
| 10Y | -100.0% | +282.1% | -382.1% | -100.0% |
| All | -100.0% | +282.0% | -382.0% | -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