+76.7%
CF vs VICR
+187.7%
-111.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.5% | -8.7% | -3.1% |
| 7D | +6.0% | +0.4% | +5.6% | +6.0% |
| 30D | +14.8% | -13.9% | +28.8% | +14.6% |
| 3M | +14.1% | -38.4% | +52.5% | +13.7% |
| 6M | +28.5% | -7.2% | +35.7% | +29.1% |
| YTD | +74.9% | +72.0% | +2.9% | +70.8% |
| 1Y | +61.7% | +263.3% | -201.6% | +52.6% |
| All | +76.7% | +187.7% | -111.1% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling