+23.1%
CP vs VIK
+244.4%
-221.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.5% |
| 7D | -0.7% | -1.2% | +0.5% | -0.5% |
| 30D | +9.6% | +11.5% | -1.9% | +6.9% |
| 3M | +2.2% | -11.3% | +13.5% | +4.5% |
| 6M | +11.1% | +11.3% | -0.2% | +7.3% |
| YTD | +28.2% | +26.1% | +2.1% | +19.3% |
| 1Y | +32.2% | +50.0% | -17.8% | +17.9% |
| All | +23.1% | +244.4% | -221.3% | -7.8% |
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 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