+322.0%
CMG vs VICR
+1,679.8%
-1,357.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | -1.1% |
| 7D | -2.1% | +5.0% | -7.0% | -2.7% |
| 30D | +10.9% | -12.5% | +23.4% | +12.1% |
| 3M | +15.8% | -33.6% | +49.4% | +19.2% |
| 6M | +6.9% | +10.7% | -3.7% | +0.9% |
| YTD | -2.2% | +80.6% | -82.7% | -14.3% |
| 1Y | -7.1% | +288.4% | -295.4% | -27.5% |
| 3Y | -7.1% | +213.8% | -220.9% | -29.3% |
| 5Y | -4.8% | +58.8% | -63.6% | -25.4% |
| All | +322.0% | +1,679.8% | -1,357.8% | +202.7% |
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