+97.4%
CB vs VICR
+53.8%
+43.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -1.5% |
| 7D | -0.6% | +9.8% | -10.5% | -0.7% |
| 30D | -3.9% | -12.6% | +8.7% | -3.8% |
| 3M | +4.9% | -29.7% | +34.6% | +5.0% |
| 6M | +3.3% | +18.8% | -15.6% | +1.6% |
| YTD | +8.5% | +76.4% | -67.9% | +5.4% |
| 1Y | +22.1% | +282.4% | -260.3% | +15.8% |
| 3Y | +70.1% | +206.2% | -136.1% | +60.6% |
| 5Y | +97.4% | +53.9% | +43.5% | +80.7% |
| All | +97.4% | +53.8% | +43.6% | +80.7% |
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