-100.0%
VIVK vs CHD
+765.5%
-865.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.0% | +9.7% | +7.2% |
| 7D | +13.1% | -2.9% | +16.0% | +12.3% |
| 30D | -29.7% | -6.2% | -23.5% | -30.6% |
| 3M | -93.0% | +1.6% | -94.5% | -92.9% |
| 6M | -98.0% | -3.5% | -94.4% | -98.0% |
| YTD | -97.8% | +16.2% | -114.0% | -97.7% |
| 1Y | -100.0% | +3.4% | -103.4% | -100.0% |
| 3Y | -100.0% | +4.6% | -104.6% | -100.0% |
| 5Y | -100.0% | +21.1% | -121.1% | -100.0% |
| 10Y | -100.0% | +126.5% | -226.5% | -100.0% |
| All | -100.0% | +765.5% | -865.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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