+63.9%
CART vs VIK
+234.5%
-170.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | +0.3% |
| 7D | +3.0% | 0.0% | +2.9% | +2.9% |
| 30D | +28.6% | +7.7% | +20.9% | +26.8% |
| 3M | +29.1% | -17.6% | +46.7% | +33.1% |
| 6M | +44.7% | +1.7% | +43.1% | +43.6% |
| YTD | +29.2% | +22.5% | +6.7% | +22.1% |
| 1Y | +66.2% | +52.6% | +13.5% | +48.8% |
| All | +63.9% | +234.5% | -170.6% | +27.0% |
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