-100.0%
VIVK vs CLBK
+68.0%
-167.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.1% | -7.3% | -7.4% |
| 7D | -4.4% | -1.5% | -2.9% | -4.5% |
| 30D | -40.8% | -1.0% | -39.8% | -40.9% |
| 3M | -94.1% | +22.9% | -117.1% | -94.3% |
| 6M | -98.2% | +44.2% | -142.4% | -98.4% |
| YTD | -98.0% | +64.0% | -162.0% | -98.4% |
| 1Y | -100.0% | +65.7% | -165.6% | -100.0% |
| All | -100.0% | +68.0% | -167.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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