+43.2%
COR vs VIK
+225.1%
-181.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.2% |
| 7D | -2.8% | -0.9% | -1.9% | -2.9% |
| 30D | +2.6% | -18.4% | +21.0% | +1.7% |
| 3M | +14.5% | -8.8% | +23.2% | +13.9% |
| 6M | -7.8% | +17.1% | -25.0% | -7.7% |
| YTD | -4.2% | +19.0% | -23.3% | -4.1% |
| 1Y | +7.0% | +30.1% | -23.1% | +7.5% |
| All | +43.2% | +225.1% | -181.9% | +56.1% |
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