-100.0%
VIVK vs COPX
+31.7%
-131.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +4.0% | -31.4% | -27.5% |
| 7D | -68.7% | -3.0% | -65.7% | -68.5% |
| 30D | -90.0% | -13.6% | -76.4% | -89.9% |
| 3M | -98.1% | -11.2% | -86.8% | -98.0% |
| 6M | -99.9% | -2.4% | -97.5% | -99.9% |
| YTD | -99.9% | +4.2% | -104.1% | -99.9% |
| 1Y | -100.0% | +32.2% | -132.2% | -100.0% |
| All | -100.0% | +31.7% | -131.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling