-12.6%
CI vs VIK
+243.7%
-256.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | +1.2% | +2.7% | -1.6% | +1.1% |
| 30D | +2.6% | +8.8% | -6.2% | +2.5% |
| 3M | +7.4% | -15.3% | +22.7% | +7.4% |
| 6M | -0.1% | +9.4% | -9.5% | -0.4% |
| YTD | +9.7% | +25.9% | -16.1% | +9.2% |
| 1Y | +12.1% | +51.0% | -38.9% | +11.8% |
| All | -12.6% | +243.7% | -256.3% | -7.9% |
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