+105.5%
CMI vs VIK
+225.1%
-119.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.8% |
| 7D | -0.7% | -0.9% | +0.2% | -0.4% |
| 30D | -12.4% | -18.4% | +6.0% | -5.5% |
| 3M | -14.8% | -8.8% | -6.0% | -12.1% |
| 6M | +0.8% | +17.1% | -16.3% | -6.4% |
| YTD | +10.2% | +19.0% | -8.9% | +1.3% |
| 1Y | +37.4% | +30.1% | +7.3% | +21.8% |
| All | +105.5% | +225.1% | -119.6% | +45.8% |
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 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