+169.4%
CCJ vs VICR
+187.3%
-17.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -0.6% |
| 7D | +4.2% | +1.3% | +2.9% | +3.9% |
| 30D | +3.2% | -11.9% | +15.1% | +5.3% |
| 3M | -1.8% | -35.1% | +33.3% | +4.8% |
| 6M | -13.5% | +8.1% | -21.7% | -18.1% |
| YTD | +9.7% | +67.8% | -58.0% | -3.8% |
| 1Y | +30.0% | +267.3% | -237.3% | -0.9% |
| All | +169.4% | +187.3% | -17.9% | +98.9% |
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