-100.0%
VIVK vs CNH
+158.6%
-258.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.6% | -8.0% | -7.5% |
| 7D | -4.4% | -5.7% | +1.3% | -3.8% |
| 30D | -40.8% | +26.6% | -67.4% | -42.7% |
| 3M | -94.1% | +31.1% | -125.2% | -94.4% |
| 6M | -98.2% | +24.9% | -123.1% | -98.3% |
| YTD | -98.0% | +48.7% | -146.7% | -98.1% |
| 1Y | -100.0% | +22.2% | -122.2% | -100.0% |
| 3Y | -100.0% | +7.4% | -107.4% | -100.0% |
| 5Y | -100.0% | +10.8% | -110.8% | -100.0% |
| All | -100.0% | +158.6% | -258.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling