+33.7%
CFG vs VICR
+76.0%
-42.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -11.1% | +13.5% | +2.9% |
| 7D | +1.8% | -26.6% | +28.3% | +3.2% |
| 30D | +3.3% | -47.9% | +51.2% | +6.4% |
| 3M | -9.8% | -29.8% | +19.9% | -9.1% |
| 6M | +5.2% | -36.6% | +41.8% | +4.0% |
| YTD | +16.1% | +45.1% | -29.0% | -2.6% |
| 1Y | +33.7% | +80.0% | -46.4% | +6.6% |
| All | +33.7% | +76.0% | -42.3% | +6.6% |
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 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