+235.2%
VIK vs CASY
+118.1%
+117.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | +7.7% | +8.7% | -1.0% | +5.4% |
| 3M | -17.6% | -17.3% | -0.3% | -14.0% |
| 6M | +1.7% | -19.7% | +21.4% | +6.8% |
| YTD | +22.5% | +24.8% | -2.3% | +8.7% |
| 1Y | +52.6% | +31.9% | +20.7% | +32.5% |
| All | +235.2% | +118.1% | +117.1% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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