+49.0%
CG vs VICR
+187.3%
-138.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.9% | -3.1% |
| 7D | -6.4% | +1.3% | -7.7% | -6.7% |
| 30D | -7.1% | -11.9% | +4.9% | -5.5% |
| 3M | -1.6% | -35.1% | +33.6% | +3.8% |
| 6M | -8.3% | +8.1% | -16.5% | -17.1% |
| YTD | -23.8% | +67.8% | -91.6% | -38.7% |
| 1Y | -28.7% | +267.3% | -296.0% | -54.0% |
| All | +49.0% | +187.3% | -138.3% | -7.0% |
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 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