+350.2%
CG vs VICR
+2,640.6%
-2,290.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -2.7% |
| 7D | -4.3% | +0.4% | -4.7% | -4.5% |
| 30D | -5.1% | -13.9% | +8.9% | -2.9% |
| 3M | +8.7% | -38.4% | +47.1% | +16.4% |
| 6M | -9.2% | -7.2% | -2.0% | -13.8% |
| YTD | -18.9% | +72.0% | -90.9% | -33.0% |
| 1Y | -25.6% | +263.3% | -288.9% | -48.7% |
| 3Y | +57.3% | +173.3% | -116.0% | +8.1% |
| 5Y | +10.2% | +47.3% | -37.1% | -21.5% |
| 10Y | +364.2% | +1,495.2% | -1,131.0% | +113.2% |
| All | +350.2% | +2,640.6% | -2,290.4% | +81.1% |
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 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