-100.0%
VIVK vs CRL
+723.8%
-823.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.7% | +10.3% | +7.9% |
| 7D | +13.1% | -0.6% | +13.6% | +13.2% |
| 30D | -29.7% | +5.0% | -34.6% | -29.9% |
| 3M | -93.0% | +50.6% | -143.6% | -93.2% |
| 6M | -98.0% | +60.9% | -158.9% | -98.1% |
| YTD | -97.8% | +40.7% | -138.5% | -97.8% |
| 1Y | -100.0% | +73.3% | -173.3% | -100.0% |
| 3Y | -100.0% | +40.6% | -140.5% | -100.0% |
| 5Y | -100.0% | -37.0% | -63.0% | -100.0% |
| 10Y | -100.0% | +244.3% | -344.3% | -100.0% |
| All | -100.0% | +723.8% | -823.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CRL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling