+81.1%
CF vs VIK
+228.1%
-147.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.2% |
| 7D | +6.0% | -3.0% | +9.0% | +5.7% |
| 30D | +14.8% | -20.7% | +35.6% | +11.9% |
| 3M | +14.1% | -4.6% | +18.7% | +13.5% |
| 6M | +28.5% | +14.0% | +14.5% | +30.5% |
| YTD | +74.9% | +20.2% | +54.8% | +76.4% |
| 1Y | +61.7% | +36.0% | +25.7% | +60.6% |
| All | +81.1% | +228.1% | -147.1% | +63.8% |
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