+69.2%
CB vs VICR
+187.3%
-118.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +0.1% |
| 7D | -0.5% | +1.3% | -1.8% | -0.5% |
| 30D | -3.1% | -11.9% | +8.9% | -3.4% |
| 3M | +4.2% | -35.1% | +39.3% | +3.1% |
| 6M | +4.7% | +8.1% | -3.4% | +4.6% |
| YTD | +8.8% | +67.8% | -58.9% | +9.6% |
| 1Y | +22.6% | +267.3% | -244.7% | +25.8% |
| All | +69.2% | +187.3% | -118.1% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling