-100.0%
VIVK vs CRS
+102.1%
-202.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.7% | -14.0% | -12.9% |
| 7D | -1.4% | -0.2% | -1.1% | -1.5% |
| 30D | -43.6% | -16.6% | -27.0% | -40.0% |
| 3M | -95.1% | -3.5% | -91.7% | -95.0% |
| 6M | -98.2% | +15.4% | -113.6% | -98.3% |
| YTD | -97.9% | +51.2% | -149.1% | -98.4% |
| 1Y | -100.0% | +98.3% | -198.3% | -100.0% |
| All | -100.0% | +102.1% | -202.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling