+87.0%
CAT vs VIK
+243.7%
-156.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.3% |
| 7D | +7.4% | +2.7% | +4.7% | +6.3% |
| 30D | -19.7% | +8.8% | -28.5% | -22.6% |
| 3M | -29.6% | -15.3% | -14.3% | -25.3% |
| 6M | -33.2% | +9.4% | -42.6% | -36.2% |
| YTD | +5.7% | +25.9% | -20.2% | -5.5% |
| 1Y | +9.3% | +51.0% | -41.6% | -9.0% |
| All | +87.0% | +243.7% | -156.7% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling