+10.9%
CMG vs VICR
+76.0%
-65.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -11.1% | +17.0% | +5.7% |
| 7D | +22.5% | -26.6% | +49.1% | +22.4% |
| 30D | +14.1% | -47.9% | +62.1% | +14.1% |
| 3M | +4.1% | -29.8% | +33.8% | +3.8% |
| 6M | +10.1% | -36.6% | +46.7% | +7.0% |
| YTD | -4.9% | +45.1% | -50.0% | -17.1% |
| 1Y | +10.9% | +80.0% | -69.1% | -8.2% |
| All | +10.9% | +76.0% | -65.1% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling