-100.0%
VIVK vs CPB
-41.0%
-59.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.8% | +5.9% | +7.2% |
| 7D | +13.1% | -8.2% | +21.3% | +15.4% |
| 30D | -29.7% | -5.6% | -24.1% | -28.8% |
| 3M | -93.0% | +3.0% | -95.9% | -93.0% |
| 6M | -98.0% | -12.7% | -85.3% | -97.9% |
| YTD | -97.8% | -18.0% | -79.8% | -97.6% |
| 1Y | -100.0% | -31.7% | -68.2% | -100.0% |
| All | -100.0% | -41.0% | -59.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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