+104.5%
CFG vs VIK
+233.3%
-128.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.1% |
| 7D | +0.3% | +0.1% | +0.1% | +0.1% |
| 30D | +3.2% | +6.8% | -3.6% | +0.5% |
| 3M | -9.7% | -17.6% | +7.9% | -3.4% |
| 6M | +3.6% | +5.4% | -1.8% | +0.1% |
| YTD | +14.7% | +22.1% | -7.4% | +2.8% |
| 1Y | +29.6% | +49.3% | -19.7% | +6.1% |
| All | +104.5% | +233.3% | -128.9% | +31.8% |
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 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