+117.7%
CMS vs VICR
+1,501.2%
-1,383.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.6% |
| 7D | -1.3% | -0.4% | -0.9% | -1.3% |
| 30D | -2.8% | -15.6% | +12.8% | -2.3% |
| 3M | -7.1% | -35.4% | +28.2% | -6.3% |
| 6M | -10.0% | +1.3% | -11.3% | -11.3% |
| YTD | -0.9% | +62.5% | -63.4% | -4.5% |
| 1Y | -2.0% | +255.5% | -257.5% | -8.9% |
| 3Y | +33.0% | +182.0% | -149.0% | +22.4% |
| 5Y | +24.3% | +42.9% | -18.6% | +15.7% |
| All | +117.7% | +1,501.2% | -1,383.4% | +70.2% |
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