+104.2%
CB vs VICR
+3.5%
+100.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.6% |
| 7D | +0.7% | -9.7% | +10.4% | +0.7% |
| 30D | +8.2% | -39.2% | +47.4% | +8.3% |
| 3M | +6.3% | -22.6% | +28.9% | +6.2% |
| 6M | +16.2% | -37.0% | +53.1% | +15.8% |
| YTD | +19.3% | +47.5% | -28.2% | +15.9% |
| 1Y | +29.2% | +75.0% | -45.8% | +24.8% |
| 3Y | +71.4% | +343.0% | -271.5% | +57.2% |
| 5Y | +104.2% | +3.9% | +100.4% | +85.2% |
| All | +104.2% | +3.5% | +100.7% | +85.2% |
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 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