+17.9%
CP vs VIK
+225.3%
-207.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.3% | -0.4% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | -0.5% | -18.0% | +17.6% | +3.7% |
| 3M | +0.1% | -5.8% | +5.9% | +0.8% |
| 6M | +7.8% | +17.2% | -9.3% | +2.6% |
| YTD | +22.9% | +19.1% | +3.7% | +16.0% |
| 1Y | +21.3% | +33.6% | -12.3% | +11.2% |
| All | +17.9% | +225.3% | -207.4% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling