+37.8%
CB vs VIK
+236.8%
-199.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.1% | -1.6% |
| 7D | -0.6% | +3.6% | -4.2% | -0.8% |
| 30D | -3.9% | -16.7% | +12.8% | -3.0% |
| 3M | +4.9% | -1.1% | +6.0% | +4.8% |
| 6M | +3.3% | +27.8% | -24.6% | +1.0% |
| YTD | +8.5% | +23.3% | -14.8% | +6.3% |
| 1Y | +22.1% | +38.2% | -16.1% | +18.4% |
| All | +37.8% | +236.8% | -199.1% | +30.0% |
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