+304.1%
CFG vs VICR
+1,501.2%
-1,197.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.5% | +0.9% |
| 7D | -1.7% | -0.4% | -1.3% | -1.7% |
| 30D | -4.6% | -15.6% | +11.0% | -2.1% |
| 3M | +7.9% | -35.4% | +43.3% | +13.7% |
| 6M | +19.9% | +1.3% | +18.6% | +12.2% |
| YTD | +21.7% | +62.5% | -40.8% | +2.6% |
| 1Y | +38.4% | +255.5% | -217.0% | -2.2% |
| 3Y | +187.0% | +182.0% | +5.0% | +97.7% |
| 5Y | +99.5% | +42.9% | +56.6% | +44.5% |
| All | +304.1% | +1,501.2% | -1,197.1% | +51.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling