-37.7%
CAG vs VICR
+1,679.8%
-1,717.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.2% | -11.8% | -0.8% |
| 7D | -5.7% | +5.0% | -10.6% | -5.7% |
| 30D | -2.4% | -12.5% | +10.1% | -2.3% |
| 3M | +9.8% | -33.6% | +43.4% | +10.0% |
| 6M | -10.8% | +10.7% | -21.5% | -11.9% |
| YTD | -10.8% | +80.6% | -91.4% | -13.0% |
| 1Y | -19.0% | +288.4% | -307.3% | -22.6% |
| 3Y | -39.7% | +213.8% | -253.5% | -42.7% |
| 5Y | -43.0% | +58.8% | -101.8% | -45.0% |
| All | -37.7% | +1,679.8% | -1,717.4% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling