+142.1%
CI vs VICR
+1,679.8%
-1,537.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.2% | -11.2% | -0.8% |
| 7D | -0.1% | +5.0% | -5.0% | -0.4% |
| 30D | +1.8% | -12.5% | +14.2% | +2.4% |
| 3M | -4.2% | -33.6% | +29.4% | -2.6% |
| 6M | +8.8% | +10.7% | -1.8% | +5.0% |
| YTD | +3.7% | +80.6% | -76.8% | -4.3% |
| 1Y | -6.1% | +288.4% | -294.5% | -19.6% |
| 3Y | +4.5% | +213.8% | -209.3% | -12.2% |
| 5Y | +50.5% | +58.8% | -8.3% | +30.5% |
| All | +142.1% | +1,679.8% | -1,537.6% | +31.0% |
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 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