+237.5%
VIK vs CLBK
+68.8%
+168.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.9% |
| 7D | +3.6% | +1.1% | +2.5% | +3.0% |
| 30D | -16.7% | +7.8% | -24.5% | -19.7% |
| 3M | -1.1% | +23.9% | -24.9% | -11.2% |
| 6M | +27.8% | +42.3% | -14.5% | +7.1% |
| YTD | +23.3% | +65.4% | -42.0% | -3.7% |
| 1Y | +38.2% | +70.3% | -32.1% | +5.9% |
| All | +237.5% | +68.8% | +168.7% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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