+5,331.8%
CF vs VICR
+1,096.4%
+4,235.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.7% | -8.0% | -0.8% |
| 7D | -3.2% | -23.1% | +20.0% | +0.7% |
| 30D | +4.3% | -48.1% | +52.4% | +14.8% |
| 3M | +2.8% | -32.8% | +35.7% | +6.2% |
| 6M | +0.6% | -47.6% | +48.2% | +4.6% |
| YTD | +56.6% | +34.0% | +22.6% | +29.3% |
| 1Y | +49.6% | +65.0% | -15.4% | +18.0% |
| 3Y | +61.5% | +277.1% | -215.6% | -4.3% |
| 5Y | +124.0% | -5.3% | +129.3% | +59.7% |
| 10Y | +573.2% | +1,075.0% | -501.9% | +105.7% |
| All | +5,331.8% | +1,096.4% | +4,235.4% | +1,041.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling