-100.0%
VIVK vs CP
+19.9%
-119.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.3% | -12.7% | -12.7% |
| 7D | -1.4% | -2.7% | +1.3% | +1.4% |
| 30D | -43.6% | +0.2% | -43.8% | -44.2% |
| 3M | -95.1% | +2.6% | -97.7% | -95.3% |
| 6M | -98.2% | +6.0% | -104.2% | -98.3% |
| YTD | -97.9% | +24.9% | -122.9% | -98.3% |
| 1Y | -100.0% | +20.1% | -120.1% | -100.0% |
| All | -100.0% | +19.9% | -119.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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