-6.3%
CRM vs VIK
+225.1%
-231.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.8% | +1.7% |
| 7D | -4.4% | -0.9% | -3.5% | -4.3% |
| 30D | +28.1% | -18.4% | +46.5% | +33.0% |
| 3M | +48.8% | -8.8% | +57.6% | +50.5% |
| 6M | +28.3% | +17.1% | +11.1% | +20.4% |
| YTD | -6.0% | +19.0% | -25.1% | -12.5% |
| 1Y | +1.4% | +30.1% | -28.7% | -8.6% |
| All | -6.3% | +225.1% | -231.4% | -24.6% |
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