-3.1%
CMG vs VICR
+57.6%
-60.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -11.0% | -0.9% |
| 7D | -2.1% | +5.0% | -7.0% | -2.6% |
| 30D | +10.9% | -12.5% | +23.4% | +11.9% |
| 3M | +15.8% | -33.6% | +49.4% | +18.6% |
| 6M | +6.9% | +10.7% | -3.7% | +1.2% |
| YTD | -2.2% | +80.6% | -82.7% | -13.5% |
| 1Y | -7.1% | +288.4% | -295.4% | -26.2% |
| 3Y | -7.1% | +213.8% | -220.9% | -27.7% |
| All | -3.1% | +57.6% | -60.7% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling