+453.4%
CLS vs VIK
+243.7%
+209.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -6.0% |
| 7D | +16.3% | +2.7% | +13.6% | +14.4% |
| 30D | -25.7% | +8.8% | -34.5% | -29.5% |
| 3M | -30.9% | -15.3% | -15.6% | -24.1% |
| 6M | -35.5% | +9.4% | -44.9% | -39.6% |
| YTD | -18.7% | +25.9% | -44.5% | -31.8% |
| 1Y | -17.9% | +51.0% | -68.9% | -39.2% |
| All | +453.4% | +243.7% | +209.7% | +175.8% |
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 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