+574.3%
CF vs VICR
+1,568.0%
-993.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.5% |
| 7D | -0.9% | +9.8% | -10.8% | -1.8% |
| 30D | +18.1% | -12.6% | +30.7% | +19.1% |
| 3M | +23.4% | -29.7% | +53.1% | +25.7% |
| 6M | +17.1% | +18.8% | -1.7% | +10.2% |
| YTD | +76.2% | +76.4% | -0.2% | +55.9% |
| 1Y | +62.3% | +282.4% | -220.1% | +28.2% |
| 3Y | +71.8% | +206.2% | -134.4% | +31.9% |
| 5Y | +234.6% | +53.9% | +180.6% | +169.2% |
| 10Y | +574.3% | +1,572.3% | -998.1% | +179.7% |
| All | +574.3% | +1,568.0% | -993.7% | +179.7% |
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 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