+791.9%
CDE vs VICR
+209.3%
+582.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.2% | -10.0% | -1.4% |
| 7D | -3.1% | +5.0% | -8.1% | -4.4% |
| 30D | +9.5% | -12.5% | +21.9% | +12.0% |
| 3M | +25.5% | -33.6% | +59.1% | +34.3% |
| 6M | -7.9% | +10.7% | -18.6% | -15.0% |
| YTD | +15.6% | +80.6% | -65.0% | -4.4% |
| 1Y | +34.0% | +288.4% | -254.3% | -7.4% |
| 3Y | +791.9% | +213.8% | +578.1% | +429.7% |
| All | +791.9% | +209.3% | +582.6% | +429.7% |
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 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