-19.0%
CAG vs VICR
+293.8%
-312.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.2% | -11.8% | +0.1% |
| 7D | -5.7% | +5.0% | -10.6% | -5.3% |
| 30D | -2.4% | -12.5% | +10.1% | -3.1% |
| 3M | +9.8% | -33.6% | +43.4% | +7.6% |
| 6M | -10.8% | +10.7% | -21.5% | -11.6% |
| YTD | -10.8% | +80.6% | -91.4% | -10.5% |
| 1Y | -19.0% | +288.4% | -307.3% | -14.9% |
| All | -19.0% | +293.8% | -312.7% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling