+16.3%
CB vs VICR
-40.0%
+56.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.6% | +0.7% |
| 7D | -1.0% | +5.7% | -6.7% | -0.3% |
| 30D | +7.3% | -35.2% | +42.5% | +3.8% |
| 3M | +7.0% | -20.3% | +27.3% | +6.4% |
| 6M | +16.3% | -46.3% | +62.6% | +12.3% |
| All | +16.3% | -40.0% | +56.3% | +12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling