+503.2%
CMI vs VICR
+1,679.8%
-1,176.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.2% | -9.9% | -0.6% |
| 7D | -0.7% | +5.0% | -5.7% | -1.6% |
| 30D | -12.4% | -12.5% | +0.1% | -10.8% |
| 3M | -14.8% | -33.6% | +18.8% | -10.3% |
| 6M | +0.8% | +10.7% | -9.9% | -3.4% |
| YTD | +10.2% | +80.6% | -70.4% | -2.5% |
| 1Y | +37.4% | +288.4% | -250.9% | +7.0% |
| 3Y | +153.3% | +213.8% | -60.5% | +92.9% |
| 5Y | +167.6% | +58.8% | +108.7% | +111.0% |
| All | +503.2% | +1,679.8% | -1,176.6% | +175.7% |
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