+3,994.3%
CMG vs VICR
+1,068.8%
+2,925.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -1.7% |
| 7D | -6.5% | +1.3% | -7.7% | -6.7% |
| 30D | +12.1% | -11.9% | +24.0% | +13.8% |
| 3M | +20.6% | -35.1% | +55.7% | +26.4% |
| 6M | +2.1% | +8.1% | -6.0% | -5.3% |
| YTD | -2.6% | +67.8% | -70.4% | -17.7% |
| 1Y | -8.7% | +267.3% | -276.0% | -34.4% |
| 3Y | -7.4% | +191.2% | -198.6% | -35.6% |
| 5Y | -5.7% | +48.1% | -53.7% | -31.8% |
| 10Y | +322.3% | +1,546.1% | -1,223.8% | +60.3% |
| All | +3,994.3% | +1,068.8% | +2,925.5% | +1,068.1% |
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 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