+55.6%
COR vs VIK
+239.9%
-184.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.2% |
| 7D | +2.9% | +3.2% | -0.3% | +2.9% |
| 30D | +5.8% | +8.2% | -2.3% | +6.1% |
| 3M | +11.4% | -14.7% | +26.1% | +10.6% |
| 6M | +34.5% | +10.3% | +24.2% | +34.6% |
| YTD | +4.1% | +24.5% | -20.4% | +4.3% |
| 1Y | -3.1% | +45.7% | -48.9% | -2.4% |
| All | +55.6% | +239.9% | -184.3% | +69.9% |
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