-2.8%
CARR vs VIK
+225.1%
-227.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.3% | +1.0% |
| 7D | -3.8% | -0.9% | -2.8% | -3.5% |
| 30D | -8.9% | -18.4% | +9.5% | -2.6% |
| 3M | -17.3% | -8.8% | -8.5% | -15.1% |
| 6M | -1.4% | +17.1% | -18.5% | -7.4% |
| YTD | +10.0% | +19.0% | -9.1% | +2.1% |
| 1Y | -6.4% | +30.1% | -36.5% | -16.0% |
| All | -2.8% | +225.1% | -227.9% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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