+112.0%
CF vs VICR
-6.0%
+118.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.7% | -8.0% | +0.7% |
| 7D | -3.2% | -23.1% | +20.0% | -3.1% |
| 30D | +4.3% | -48.1% | +52.4% | +4.6% |
| 3M | +2.8% | -32.8% | +35.7% | +2.8% |
| 6M | +0.6% | -47.6% | +48.2% | +0.7% |
| YTD | +56.6% | +34.0% | +22.6% | +51.3% |
| 1Y | +49.6% | +65.0% | -15.4% | +43.1% |
| 3Y | +61.5% | +277.1% | -215.6% | +45.9% |
| All | +112.0% | -6.0% | +118.0% | +129.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling