+46.0%
CME vs VIK
+236.8%
-190.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -0.9% |
| 7D | -2.9% | +3.6% | -6.5% | -2.7% |
| 30D | +5.5% | -16.7% | +22.3% | +4.4% |
| 3M | +11.0% | -1.1% | +12.0% | +10.9% |
| 6M | -9.7% | +27.8% | -37.5% | -8.4% |
| YTD | +4.9% | +23.3% | -18.5% | +6.2% |
| 1Y | +10.1% | +38.2% | -28.1% | +12.2% |
| All | +46.0% | +236.8% | -190.8% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling