-100.0%
VIVK vs CRS
+612.2%
-712.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.1% | -6.3% | -7.2% |
| 7D | -4.4% | -6.8% | +2.4% | -3.6% |
| 30D | -40.8% | -16.1% | -24.7% | -39.5% |
| 3M | -94.1% | -21.2% | -73.0% | -93.9% |
| 6M | -98.2% | +8.7% | -106.9% | -98.2% |
| YTD | -98.0% | +41.0% | -139.0% | -98.1% |
| 1Y | -100.0% | +82.7% | -182.6% | -100.0% |
| 3Y | -100.0% | +604.8% | -704.8% | -100.0% |
| All | -100.0% | +612.2% | -712.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling