+63.4%
CFG vs VICR
+7.1%
+56.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +0.4% |
| 7D | -0.8% | +5.7% | -6.5% | -1.6% |
| 30D | +3.1% | -35.2% | +38.3% | +7.6% |
| 3M | -9.7% | -20.3% | +10.6% | -9.2% |
| 6M | +6.7% | -46.3% | +53.0% | +10.5% |
| YTD | +15.2% | +53.4% | -38.2% | -0.4% |
| 1Y | +28.8% | +81.6% | -52.8% | +8.4% |
| 3Y | +190.1% | +360.5% | -170.5% | +99.7% |
| 5Y | +63.4% | +4.4% | +59.0% | +21.1% |
| All | +63.4% | +7.1% | +56.3% | +21.1% |
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