-15.7%
CAG vs VICR
+4.9%
-20.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -3.0% |
| 7D | -5.9% | -0.4% | -5.5% | -5.9% |
| 30D | -1.5% | -15.6% | +14.0% | -2.9% |
| 3M | +11.5% | -35.4% | +46.8% | +7.4% |
| 6M | -15.7% | +1.3% | -17.0% | -21.6% |
| All | -15.7% | +4.9% | -20.6% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling