+59.9%
COR vs VIK
+243.7%
-183.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.6% | +2.8% |
| 7D | +7.6% | +2.7% | +4.9% | +7.7% |
| 30D | +6.8% | +8.8% | -2.0% | +7.1% |
| 3M | +16.0% | -15.3% | +31.3% | +15.2% |
| 6M | +41.0% | +9.4% | +31.6% | +41.1% |
| YTD | +6.9% | +25.9% | -18.9% | +7.3% |
| 1Y | -1.0% | +51.0% | -52.0% | -0.1% |
| All | +59.9% | +243.7% | -183.8% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling