+0.4%
CMS vs VICR
+76.0%
-75.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -11.1% | +12.5% | +1.1% |
| 7D | +4.1% | -26.6% | +30.6% | +3.2% |
| 30D | +10.9% | -47.9% | +58.8% | +9.4% |
| 3M | -0.2% | -29.8% | +29.5% | -1.0% |
| 6M | -4.7% | -36.6% | +31.9% | -5.9% |
| YTD | +3.9% | +45.1% | -41.2% | +3.7% |
| 1Y | +0.4% | +80.0% | -79.7% | 0.0% |
| All | +0.4% | +76.0% | -75.6% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling