-100.0%
VIVK vs CPB
-38.1%
-61.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.6% | -6.9% | -6.5% |
| 7D | -7.9% | -8.0% | +0.1% | -5.9% |
| 30D | -42.0% | -2.4% | -39.5% | -41.7% |
| 3M | -92.5% | +0.5% | -93.0% | -92.5% |
| 6M | -98.0% | -10.5% | -87.5% | -97.9% |
| YTD | -97.9% | -17.5% | -80.4% | -97.8% |
| 1Y | -100.0% | -31.0% | -68.9% | -100.0% |
| 3Y | -100.0% | -40.6% | -59.4% | -100.0% |
| 5Y | -100.0% | -37.7% | -62.3% | -100.0% |
| All | -100.0% | -38.1% | -61.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling