-100.0%
VIVK vs CNH
+9.4%
-109.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.2% | -8.5% | -6.4% |
| 7D | -7.9% | +1.8% | -9.7% | -8.1% |
| 30D | -42.0% | +32.6% | -74.6% | -42.9% |
| 3M | -92.5% | +29.4% | -121.9% | -92.6% |
| 6M | -98.0% | +26.0% | -124.0% | -98.0% |
| YTD | -97.9% | +52.2% | -150.1% | -97.9% |
| 1Y | -100.0% | +23.9% | -123.8% | -100.0% |
| All | -100.0% | +9.4% | -109.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling