-28.9%
CDW vs VICR
+201.6%
-230.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.5% | -7.7% | -5.4% |
| 7D | -3.9% | +9.8% | -13.7% | -4.6% |
| 30D | +6.9% | -12.6% | +19.5% | +7.7% |
| 3M | +7.7% | -29.7% | +37.4% | +9.6% |
| 6M | +18.3% | +18.8% | -0.5% | +11.2% |
| YTD | +7.8% | +76.4% | -68.6% | -5.1% |
| 1Y | -12.2% | +282.4% | -294.5% | -31.6% |
| 3Y | -28.9% | +206.2% | -235.1% | -46.6% |
| All | -28.9% | +201.6% | -230.6% | -46.6% |
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