+586.9%
CAG vs VICR
+11,731.3%
-11,144.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.8% |
| 7D | -6.6% | +1.3% | -7.9% | -6.7% |
| 30D | +2.3% | -11.9% | +14.2% | +2.7% |
| 3M | +16.3% | -35.1% | +51.4% | +17.6% |
| 6M | -16.0% | +8.1% | -24.2% | -17.7% |
| YTD | -7.7% | +67.8% | -75.5% | -11.7% |
| 1Y | -16.0% | +267.3% | -283.3% | -23.0% |
| 3Y | -37.7% | +191.2% | -228.9% | -43.5% |
| 5Y | -41.2% | +48.1% | -89.3% | -46.3% |
| 10Y | -33.8% | +1,546.1% | -1,579.9% | -49.2% |
| All | +586.9% | +11,731.3% | -11,144.4% | +255.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling