+57.3%
CEG vs VIK
+221.3%
-164.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.2% |
| 7D | +0.3% | -1.8% | +2.2% | +1.1% |
| 30D | +2.9% | -17.3% | +20.2% | +11.1% |
| 3M | +18.2% | -5.1% | +23.3% | +19.3% |
| 6M | -9.5% | +16.2% | -25.7% | -18.7% |
| YTD | -18.7% | +17.6% | -36.3% | -28.2% |
| 1Y | -10.1% | +33.5% | -43.7% | -27.1% |
| All | +57.3% | +221.3% | -164.0% | -14.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling