+305.2%
CG vs VICR
+1,679.8%
-1,374.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.2% | -12.8% | -4.0% |
| 7D | -9.9% | +5.0% | -14.8% | -10.9% |
| 30D | -11.7% | -12.5% | +0.8% | -9.9% |
| 3M | -4.3% | -33.6% | +29.3% | +1.3% |
| 6M | -8.8% | +10.7% | -19.4% | -17.2% |
| YTD | -26.9% | +80.6% | -107.4% | -41.4% |
| 1Y | -35.4% | +288.4% | -323.8% | -57.6% |
| 3Y | +43.0% | +213.8% | -170.8% | -8.1% |
| 5Y | +1.9% | +58.8% | -56.9% | -30.8% |
| All | +305.2% | +1,679.8% | -1,374.6% | +72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling