+4.2%
CG vs VIK
+243.7%
-239.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | +0.2% | +2.7% | -2.6% | -1.2% |
| 30D | +11.2% | +8.8% | +2.4% | +6.4% |
| 3M | -22.1% | -15.3% | -6.8% | -15.6% |
| 6M | -17.9% | +9.4% | -27.3% | -23.1% |
| YTD | -31.3% | +25.9% | -57.1% | -41.5% |
| 1Y | -24.0% | +51.0% | -75.0% | -42.1% |
| All | +4.2% | +243.7% | -239.5% | -41.7% |
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