+72.8%
CDW vs VICR
-48.2%
+121.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.8% | -0.6% |
| 7D | +9.3% | +8.3% | +1.0% | +9.2% |
| 30D | +14.4% | -35.2% | +49.5% | +14.5% |
| 3M | +21.4% | -29.8% | +51.2% | +20.8% |
| 6M | +72.8% | -48.6% | +121.4% | +74.1% |
| All | +72.8% | -48.2% | +121.0% | +74.1% |
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