-4.2%
CARR vs VIK
+221.3%
-225.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -1.8% |
| 7D | -4.1% | -1.8% | -2.3% | -3.5% |
| 30D | -11.0% | -17.3% | +6.3% | -5.3% |
| 3M | -16.4% | -5.1% | -11.3% | -15.3% |
| 6M | -2.4% | +16.2% | -18.6% | -8.1% |
| YTD | +8.4% | +17.6% | -9.2% | +1.0% |
| 1Y | -8.0% | +33.5% | -41.5% | -18.2% |
| All | -4.2% | +221.3% | -225.4% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling