+5,967.0%
CF vs VICR
+1,435.8%
+4,531.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.5% | -8.7% | -4.2% |
| 7D | +6.0% | +0.4% | +5.6% | +5.8% |
| 30D | +14.8% | -13.9% | +28.8% | +17.1% |
| 3M | +14.1% | -38.4% | +52.5% | +20.8% |
| 6M | +28.5% | -7.2% | +35.7% | +20.4% |
| YTD | +74.9% | +72.0% | +2.9% | +42.6% |
| 1Y | +61.7% | +263.3% | -201.6% | +10.5% |
| 3Y | +80.3% | +173.3% | -92.9% | +18.6% |
| 5Y | +226.0% | +47.3% | +178.7% | +117.4% |
| 10Y | +569.9% | +1,495.2% | -925.3% | +98.4% |
| All | +5,967.0% | +1,435.8% | +4,531.1% | +1,158.1% |
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