+120.5%
CFG vs VIK
+228.1%
-107.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.2% |
| 7D | +1.5% | -3.0% | +4.6% | +2.7% |
| 30D | -3.8% | -20.7% | +16.9% | +4.8% |
| 3M | +11.5% | -4.6% | +16.1% | +12.8% |
| 6M | +19.2% | +14.0% | +5.2% | +10.8% |
| YTD | +23.7% | +20.2% | +3.5% | +11.9% |
| 1Y | +38.8% | +36.0% | +2.8% | +18.4% |
| All | +120.5% | +228.1% | -107.6% | +43.4% |
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 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