+362.4%
CFG vs VICR
+1,916.6%
-1,554.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.5% | -1.0% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | -3.8% | -13.9% | +10.1% | -1.6% |
| 3M | +11.5% | -38.4% | +49.9% | +18.5% |
| 6M | +19.2% | -7.2% | +26.4% | +13.4% |
| YTD | +23.7% | +72.0% | -48.3% | +3.4% |
| 1Y | +38.8% | +263.3% | -224.4% | -2.0% |
| 3Y | +178.9% | +173.3% | +5.6% | +94.2% |
| 5Y | +101.8% | +47.3% | +54.5% | +45.5% |
| 10Y | +317.3% | +1,495.2% | -1,177.9% | +65.6% |
| All | +362.4% | +1,916.6% | -1,554.2% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling