+187.9%
CFG vs VICR
+209.3%
-21.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.2% | -9.9% | -0.1% |
| 7D | -0.4% | +5.0% | -5.4% | -1.1% |
| 30D | -4.6% | -12.5% | +7.8% | -3.4% |
| 3M | +6.7% | -33.6% | +40.3% | +10.3% |
| 6M | +22.1% | +10.7% | +11.4% | +13.8% |
| YTD | +23.2% | +80.6% | -57.4% | +5.2% |
| 1Y | +40.3% | +288.4% | -248.1% | +3.6% |
| 3Y | +187.9% | +213.8% | -25.9% | +114.2% |
| All | +187.9% | +209.3% | -21.4% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling