-17.2%
CAVA vs VIK
+225.1%
-242.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +2.7% |
| 7D | -8.0% | -0.9% | -7.1% | -7.4% |
| 30D | -19.6% | -18.4% | -1.2% | -9.4% |
| 3M | -36.7% | -8.8% | -27.9% | -34.0% |
| 6M | -30.6% | +17.1% | -47.7% | -39.9% |
| YTD | -4.8% | +19.0% | -23.8% | -18.8% |
| 1Y | -13.1% | +30.1% | -43.3% | -31.2% |
| All | -17.2% | +225.1% | -242.2% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling