+44.0%
CVE vs VIK
+234.5%
-190.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -16.1% | 0.0% | -16.1% | -16.2% |
| 30D | -10.4% | +7.7% | -18.0% | -11.1% |
| 3M | -2.4% | -17.6% | +15.3% | -0.6% |
| 6M | -4.4% | +1.7% | -6.1% | -5.7% |
| YTD | +64.9% | +22.5% | +42.4% | +54.5% |
| 1Y | +66.0% | +52.6% | +13.4% | +45.4% |
| All | +44.0% | +234.5% | -190.5% | +2.2% |
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 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