-7.1%
CMG vs VICR
+209.3%
-216.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | -0.4% |
| 7D | -2.1% | +5.0% | -7.0% | -2.3% |
| 30D | +10.9% | -12.5% | +23.4% | +11.5% |
| 3M | +15.8% | -33.6% | +49.4% | +17.2% |
| 6M | +6.9% | +10.7% | -3.7% | +2.3% |
| YTD | -2.2% | +80.6% | -82.7% | -10.9% |
| 1Y | -7.1% | +288.4% | -295.4% | -21.7% |
| 3Y | -7.1% | +213.8% | -220.9% | -23.1% |
| All | -7.1% | +209.3% | -216.4% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling