+0.4%
CMS vs VIK
+39.1%
-38.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.2% | +0.5% |
| 7D | +1.2% | +3.6% | -2.4% | +1.2% |
| 30D | -3.2% | -16.7% | +13.6% | -3.0% |
| 3M | -2.2% | -1.1% | -1.1% | -2.2% |
| 6M | -9.4% | +27.8% | -37.2% | -9.4% |
| YTD | +0.7% | +23.3% | -22.7% | +0.4% |
| 1Y | +0.4% | +38.2% | -37.8% | +0.2% |
| All | +0.4% | +39.1% | -38.8% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling