+985.1%
CDW vs VICR
+2,490.4%
-1,505.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.8% | -0.2% |
| 7D | +9.3% | +8.3% | +1.0% | +8.1% |
| 30D | +14.4% | -35.2% | +49.5% | +20.1% |
| 3M | +21.4% | -29.8% | +51.2% | +24.6% |
| 6M | +72.8% | -48.6% | +121.4% | +81.1% |
| YTD | +28.0% | +45.1% | -17.1% | +9.7% |
| 1Y | +19.3% | +79.6% | -60.2% | -1.5% |
| 3Y | -15.3% | +335.4% | -350.7% | -44.0% |
| 5Y | -3.8% | -1.0% | -2.8% | -24.1% |
| 10Y | +318.5% | +993.1% | -674.6% | +103.7% |
| All | +985.1% | +2,490.4% | -1,505.3% | +361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling