+234.0%
VIK vs CASY
+119.5%
+114.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.5% |
| 7D | +0.1% | +3.6% | -3.5% | -0.7% |
| 30D | +6.8% | +7.2% | -0.4% | +4.9% |
| 3M | -17.6% | -16.9% | -0.7% | -14.1% |
| 6M | +5.4% | -19.3% | +24.8% | +10.6% |
| YTD | +22.1% | +25.6% | -3.6% | +8.1% |
| 1Y | +49.3% | +30.2% | +19.1% | +30.3% |
| All | +234.0% | +119.5% | +114.4% | +154.6% |
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