-100.0%
VIVK vs CLBK
+66.9%
-166.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.3% | +7.7% |
| 7D | +13.1% | +1.1% | +11.9% | +12.9% |
| 30D | -29.7% | +7.8% | -37.4% | -30.4% |
| 3M | -93.0% | +23.9% | -116.8% | -93.3% |
| 6M | -98.0% | +42.3% | -140.3% | -98.1% |
| YTD | -97.8% | +65.4% | -163.2% | -98.0% |
| 1Y | -100.0% | +70.3% | -170.3% | -100.0% |
| 3Y | -100.0% | +54.5% | -154.4% | -100.0% |
| 5Y | -100.0% | +43.1% | -143.1% | -100.0% |
| All | -100.0% | +66.9% | -166.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling