+38.8%
CFG vs VICR
+272.1%
-233.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.5% | -0.4% |
| 7D | +1.5% | +0.4% | +1.1% | +1.5% |
| 30D | -3.8% | -13.9% | +10.1% | -3.1% |
| 3M | +11.5% | -38.4% | +49.9% | +13.5% |
| 6M | +19.2% | -7.2% | +26.4% | +14.6% |
| YTD | +23.7% | +72.0% | -48.3% | +14.5% |
| 1Y | +38.8% | +263.3% | -224.4% | +25.0% |
| All | +38.8% | +272.1% | -233.3% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling