+44.8%
CVE vs VIK
+233.3%
-188.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -12.1% | +6.8% | -18.9% | -12.8% |
| 3M | -1.9% | -17.6% | +15.7% | -0.1% |
| 6M | -1.8% | +5.4% | -7.3% | -3.7% |
| YTD | +65.8% | +22.1% | +43.7% | +55.3% |
| 1Y | +60.8% | +49.3% | +11.6% | +41.7% |
| All | +44.8% | +233.3% | -188.6% | +2.7% |
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