+136.2%
CMS vs VICR
+1,016.5%
-880.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.5% | -0.5% |
| 7D | -1.3% | +21.9% | -23.2% | -1.8% |
| 30D | +5.3% | -38.4% | +43.6% | +6.5% |
| 3M | -0.3% | -27.2% | +26.8% | 0.0% |
| 6M | -4.0% | -43.7% | +39.7% | -3.4% |
| YTD | +2.1% | +50.3% | -48.1% | -1.9% |
| 1Y | -4.7% | +74.6% | -79.3% | -9.1% |
| 3Y | +36.8% | +351.2% | -314.4% | +21.8% |
| 5Y | +34.9% | +2.5% | +32.4% | +28.0% |
| All | +136.2% | +1,016.5% | -880.3% | +82.6% |
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