+607.3%
CEG vs VICR
+72.2%
+535.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.3% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +2.9% | -15.6% | +18.5% | +4.9% |
| 3M | +18.2% | -35.4% | +53.6% | +23.4% |
| 6M | -9.5% | +1.3% | -10.8% | -12.9% |
| YTD | -18.7% | +62.5% | -81.1% | -27.4% |
| 1Y | -10.1% | +255.5% | -265.6% | -29.4% |
| 3Y | +168.3% | +182.0% | -13.6% | +109.6% |
| All | +607.3% | +72.2% | +535.1% | +436.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling