+65.1%
CCL vs VIK
+228.1%
-163.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | -0.1% |
| 7D | -5.0% | -3.0% | -2.0% | -2.4% |
| 30D | -20.3% | -20.7% | +0.4% | -3.3% |
| 3M | -15.1% | -4.6% | -10.5% | -12.6% |
| 6M | -15.1% | +14.0% | -29.1% | -25.5% |
| YTD | -21.8% | +20.2% | -41.9% | -34.2% |
| 1Y | -24.8% | +36.0% | -60.8% | -43.0% |
| All | +65.1% | +228.1% | -163.1% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling