-100.0%
VIVK vs COPX
+84.7%
-184.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.6% | -11.7% | -12.4% |
| 7D | -1.4% | -4.0% | +2.6% | -1.6% |
| 30D | -43.6% | +4.5% | -48.2% | -43.4% |
| 3M | -95.1% | +0.8% | -96.0% | -95.2% |
| 6M | -98.2% | +3.2% | -101.4% | -98.3% |
| YTD | -97.9% | +26.7% | -124.6% | -98.0% |
| 1Y | -100.0% | +85.7% | -185.7% | -99.9% |
| All | -100.0% | +84.7% | -184.7% | -99.9% |
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