+97.0%
CFG vs VICR
+46.6%
+50.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.2% |
| 7D | -0.6% | +1.3% | -1.8% | -0.8% |
| 30D | -4.5% | -11.9% | +7.4% | -3.2% |
| 3M | +6.3% | -35.1% | +41.5% | +10.6% |
| 6M | +20.6% | +8.1% | +12.5% | +13.3% |
| YTD | +21.2% | +67.8% | -46.5% | +5.6% |
| 1Y | +38.2% | +267.3% | -229.1% | +4.8% |
| 3Y | +185.9% | +191.2% | -5.3% | +112.3% |
| 5Y | +97.0% | +48.1% | +48.9% | +46.0% |
| All | +97.0% | +46.6% | +50.4% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling