-4.7%
CMS vs VICR
+65.4%
-70.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.5% | -0.6% |
| 7D | -1.3% | +21.9% | -23.2% | -0.7% |
| 30D | +5.3% | -38.4% | +43.6% | +4.3% |
| 3M | -0.3% | -27.2% | +26.8% | -0.9% |
| 6M | -4.0% | -43.7% | +39.7% | -5.0% |
| YTD | +2.1% | +50.3% | -48.1% | +2.0% |
| 1Y | -4.7% | +74.6% | -79.3% | -4.8% |
| All | -4.7% | +65.4% | -70.2% | -4.8% |
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