-43.5%
CAG vs VICR
+57.6%
-101.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.2% | -11.8% | -0.3% |
| 7D | -5.7% | +5.0% | -10.6% | -5.5% |
| 30D | -2.4% | -12.5% | +10.1% | -2.7% |
| 3M | +9.8% | -33.6% | +43.4% | +8.9% |
| 6M | -10.8% | +10.7% | -21.5% | -10.6% |
| YTD | -10.8% | +80.6% | -91.4% | -9.8% |
| 1Y | -19.0% | +288.4% | -307.3% | -17.0% |
| 3Y | -39.7% | +213.8% | -253.5% | -37.9% |
| All | -43.5% | +57.6% | -101.1% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling