-100.0%
VIVK vs CP
+37.0%
-137.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.9% | -10.4% | -9.9% |
| 7D | -38.6% | +0.9% | -39.5% | -39.0% |
| 30D | -87.7% | +10.3% | -98.1% | -88.4% |
| 3M | -98.9% | +2.3% | -101.1% | -98.9% |
| 6M | -100.0% | +10.7% | -110.7% | -100.0% |
| YTD | -100.0% | +29.3% | -129.3% | -100.0% |
| 1Y | -100.0% | +31.5% | -131.5% | -100.0% |
| All | -100.0% | +37.0% | -137.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling