-100.0%
VIVK vs CP
+35.2%
-135.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +3.5% | -30.9% | -30.0% |
| 7D | -68.7% | +5.6% | -74.2% | -70.8% |
| 30D | -90.0% | +10.0% | -100.1% | -91.1% |
| 3M | -98.1% | +4.4% | -102.4% | -98.2% |
| 6M | -99.9% | +14.1% | -114.0% | -99.9% |
| YTD | -99.9% | +29.1% | -129.0% | -99.9% |
| 1Y | -100.0% | +34.6% | -134.5% | -100.0% |
| All | -100.0% | +35.2% | -135.2% | -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