+228.8%
VIK vs CASY
+139.6%
+89.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -3.0% | +0.1% | -3.1% | -3.1% |
| 30D | -20.7% | -11.3% | -9.4% | -18.4% |
| 3M | -4.6% | -0.6% | -4.0% | -5.9% |
| 6M | +14.0% | +10.7% | +3.3% | +7.5% |
| YTD | +20.2% | +37.1% | -17.0% | +4.6% |
| 1Y | +36.0% | +52.3% | -16.3% | +13.4% |
| All | +228.8% | +139.6% | +89.2% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling