+66.0%
CART vs VIK
+244.4%
-178.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.3% |
| 7D | -0.6% | -1.2% | +0.6% | -0.4% |
| 30D | +23.1% | +11.5% | +11.6% | +20.6% |
| 3M | +19.2% | -11.3% | +30.5% | +21.3% |
| 6M | +45.7% | +11.3% | +34.4% | +42.2% |
| YTD | +30.9% | +26.1% | +4.8% | +23.1% |
| 1Y | +50.2% | +50.0% | +0.2% | +35.3% |
| All | +66.0% | +244.4% | -178.4% | +28.0% |
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