+863.2%
CDW vs VICR
+2,970.8%
-2,107.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.8% |
| 7D | +3.2% | +0.4% | +2.7% | +3.0% |
| 30D | +9.3% | -13.9% | +23.2% | +11.2% |
| 3M | +9.8% | -38.4% | +48.2% | +15.5% |
| 6M | +23.3% | -7.2% | +30.5% | +18.1% |
| YTD | +13.7% | +72.0% | -58.4% | -3.0% |
| 1Y | -6.5% | +263.3% | -269.8% | -30.7% |
| 3Y | -25.2% | +173.3% | -198.5% | -45.5% |
| 5Y | -19.5% | +47.3% | -66.8% | -39.7% |
| 10Y | +285.8% | +1,495.2% | -1,209.4% | +81.5% |
| All | +863.2% | +2,970.8% | -2,107.6% | +308.6% |
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 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