-100.0%
VIVK vs CNH
+12.3%
-112.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.2% | -8.5% | -6.7% |
| 7D | -7.9% | +1.8% | -9.7% | -8.5% |
| 30D | -42.0% | +32.6% | -74.6% | -45.1% |
| 3M | -92.5% | +29.4% | -121.9% | -93.0% |
| 6M | -98.0% | +26.0% | -124.0% | -98.1% |
| YTD | -97.9% | +52.2% | -150.1% | -98.1% |
| 1Y | -100.0% | +23.9% | -123.8% | -100.0% |
| 3Y | -100.0% | +10.1% | -110.1% | -100.0% |
| 5Y | -100.0% | +13.2% | -113.2% | -100.0% |
| All | -100.0% | +12.3% | -112.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling