+223.5%
CB vs VICR
+1,508.7%
-1,285.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +0.6% |
| 7D | -0.5% | +1.3% | -1.8% | -0.6% |
| 30D | -3.1% | -11.9% | +8.9% | -2.6% |
| 3M | +4.2% | -35.1% | +39.3% | +5.7% |
| 6M | +4.7% | +8.1% | -3.4% | +1.3% |
| YTD | +8.8% | +67.8% | -58.9% | +1.4% |
| 1Y | +22.6% | +267.3% | -244.7% | +6.8% |
| 3Y | +70.6% | +191.2% | -120.6% | +46.0% |
| 5Y | +99.4% | +48.1% | +51.4% | +74.9% |
| 10Y | +223.5% | +1,546.1% | -1,322.7% | +100.1% |
| All | +223.5% | +1,508.7% | -1,285.2% | +100.1% |
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