+9,230.7%
CI vs VICR
+10,134.2%
-903.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | +0.6% |
| 7D | +1.2% | +8.3% | -7.1% | +0.2% |
| 30D | +2.6% | -35.2% | +37.7% | +6.2% |
| 3M | +7.4% | -29.8% | +37.3% | +9.1% |
| 6M | -0.1% | -48.6% | +48.5% | +2.9% |
| YTD | +9.7% | +45.1% | -35.4% | -1.7% |
| 1Y | +12.1% | +79.6% | -67.4% | -2.2% |
| 3Y | +7.0% | +335.4% | -328.4% | -20.9% |
| 5Y | +49.7% | -1.0% | +50.7% | +23.6% |
| 10Y | +147.2% | +993.1% | -845.9% | +38.4% |
| All | +9,230.7% | +10,134.2% | -903.6% | +3,299.5% |
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