+72.6%
VIK vs CAI
-11.0%
+83.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.3% |
| 7D | -1.8% | -5.1% | +3.2% | -1.2% |
| 30D | -17.3% | +3.9% | -21.2% | -17.6% |
| 3M | -5.1% | +40.1% | -45.1% | -9.7% |
| 6M | +16.2% | +29.7% | -13.5% | +10.9% |
| YTD | +17.6% | -10.9% | +28.5% | +14.4% |
| 1Y | +33.5% | -28.0% | +61.5% | +31.5% |
| All | +72.6% | -11.0% | +83.6% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling