+487.0%
CF vs VICR
+1,187.5%
-700.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.3% | -11.4% | -1.0% |
| 7D | -0.9% | -6.5% | +5.7% | -0.6% |
| 30D | +6.9% | -38.5% | +45.5% | +10.5% |
| 3M | +4.8% | -26.1% | +30.9% | +5.7% |
| 6M | +4.7% | -36.2% | +40.9% | +4.9% |
| YTD | +56.5% | +49.2% | +7.3% | +38.7% |
| 1Y | +48.4% | +87.0% | -38.6% | +27.6% |
| 3Y | +59.1% | +350.4% | -291.3% | +13.7% |
| 5Y | +109.5% | +3.7% | +105.8% | +79.4% |
| 10Y | +487.0% | +1,084.9% | -597.9% | +203.7% |
| All | +487.0% | +1,187.5% | -700.5% | +203.7% |
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