-100.0%
VIVK vs CNH
+64.7%
-164.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.0% | -16.4% | -12.9% |
| 7D | -1.4% | +23.3% | -24.7% | -4.4% |
| 30D | -43.6% | +33.5% | -77.1% | -46.1% |
| 3M | -95.1% | +32.7% | -127.8% | -95.4% |
| 6M | -98.2% | +22.2% | -120.4% | -98.3% |
| YTD | -97.9% | +57.7% | -155.6% | -98.1% |
| 1Y | -100.0% | +28.0% | -128.0% | -100.0% |
| 3Y | -100.0% | +11.5% | -111.5% | -100.0% |
| 5Y | -100.0% | +11.9% | -111.9% | -100.0% |
| 10Y | -100.0% | +162.8% | -262.8% | -100.0% |
| All | -100.0% | +64.7% | -164.7% | -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