+61.7%
CF vs VICR
+272.1%
-210.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.5% | -8.7% | -2.8% |
| 7D | +6.0% | +0.4% | +5.6% | +6.1% |
| 30D | +14.8% | -13.9% | +28.8% | +13.9% |
| 3M | +14.1% | -38.4% | +52.5% | +11.5% |
| 6M | +28.5% | -7.2% | +35.7% | +35.0% |
| YTD | +74.9% | +72.0% | +2.9% | +79.2% |
| 1Y | +61.7% | +263.3% | -201.6% | +68.0% |
| All | +61.7% | +272.1% | -210.4% | +68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling