-42.3%
CMG vs VIK
+225.1%
-267.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | -2.1% | -0.9% | -1.1% | -1.8% |
| 30D | +10.9% | -18.4% | +29.3% | +17.5% |
| 3M | +15.8% | -8.8% | +24.6% | +18.1% |
| 6M | +6.9% | +17.1% | -10.2% | -0.6% |
| YTD | -2.2% | +19.0% | -21.2% | -9.8% |
| 1Y | -7.1% | +30.1% | -37.2% | -17.3% |
| All | -42.3% | +225.1% | -267.4% | -58.4% |
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