+370.1%
CRS vs VIK
+236.8%
+133.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.2% | -4.8% |
| 7D | -3.1% | +3.6% | -6.7% | -4.8% |
| 30D | -19.6% | -16.7% | -2.9% | -12.4% |
| 3M | -8.1% | -1.1% | -7.0% | -8.2% |
| 6M | +18.6% | +27.8% | -9.3% | +4.1% |
| YTD | +45.9% | +23.3% | +22.5% | +28.1% |
| 1Y | +82.5% | +38.2% | +44.3% | +49.7% |
| All | +370.1% | +236.8% | +133.3% | +149.2% |
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