-100.0%
VIVK vs CP
+10.9%
-110.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.5% | -7.0% | -7.7% |
| 7D | -57.7% | +2.1% | -59.8% | -57.0% |
| 30D | -87.3% | +9.3% | -96.6% | -87.3% |
| 3M | -98.9% | +0.5% | -99.4% | -98.9% |
| 6M | -100.0% | +10.4% | -110.4% | -99.9% |
| All | -100.0% | +10.9% | -110.8% | -99.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling