-100.0%
VIVK vs CRS
+79.6%
-179.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.1% | -6.3% | -7.0% |
| 7D | -4.4% | -6.8% | +2.4% | -2.3% |
| 30D | -40.8% | -16.1% | -24.7% | -37.3% |
| 3M | -94.1% | -21.2% | -73.0% | -93.6% |
| 6M | -98.2% | +8.7% | -106.9% | -98.2% |
| YTD | -98.0% | +41.0% | -139.0% | -98.4% |
| 1Y | -100.0% | +82.7% | -182.6% | -100.0% |
| All | -100.0% | +79.6% | -179.5% | -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