-100.0%
VIVK vs CNH
+36.2%
-136.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.5% | -7.0% | -7.4% |
| 7D | -57.7% | +3.0% | -60.7% | -58.0% |
| 30D | -87.3% | -0.6% | -86.7% | -87.3% |
| 3M | -98.9% | +14.6% | -113.5% | -98.9% |
| 6M | -100.0% | +11.8% | -111.7% | -100.0% |
| YTD | -100.0% | +30.4% | -130.4% | -100.0% |
| 1Y | -100.0% | +19.1% | -119.1% | -100.0% |
| 3Y | -100.0% | +30.2% | -130.2% | -100.0% |
| 5Y | -100.0% | -17.8% | -82.2% | -100.0% |
| 10Y | -100.0% | +103.9% | -203.9% | -100.0% |
| All | -100.0% | +36.2% | -136.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling