+69.6%
CF vs VIK
+239.9%
-170.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.2% |
| 7D | +5.4% | +3.2% | +2.2% | +5.8% |
| 30D | +6.5% | +8.2% | -1.6% | +7.7% |
| 3M | +4.6% | -14.7% | +19.3% | +3.0% |
| 6M | -3.3% | +10.3% | -13.6% | -2.1% |
| YTD | +63.9% | +24.5% | +39.4% | +66.3% |
| 1Y | +50.4% | +45.7% | +4.7% | +49.9% |
| All | +69.6% | +239.9% | -170.2% | +54.4% |
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