+12.8%
CG vs VIK
+221.3%
-208.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.1% | -1.7% |
| 7D | -9.8% | -1.8% | -8.0% | -9.0% |
| 30D | -10.3% | -17.3% | +7.0% | -1.5% |
| 3M | -1.7% | -5.1% | +3.4% | -0.1% |
| 6M | -9.8% | +16.2% | -26.0% | -19.4% |
| YTD | -25.6% | +17.6% | -43.2% | -34.2% |
| 1Y | -32.5% | +33.5% | -66.0% | -45.0% |
| All | +12.8% | +221.3% | -208.4% | -34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling