+35.2%
CMS vs VICR
+201.6%
-166.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.5% |
| 7D | +1.2% | +9.8% | -8.6% | +1.3% |
| 30D | -3.2% | -12.6% | +9.5% | -3.3% |
| 3M | -2.2% | -29.7% | +27.5% | -2.6% |
| 6M | -9.4% | +18.8% | -28.3% | -9.5% |
| YTD | +0.7% | +76.4% | -75.7% | +1.0% |
| 1Y | +0.4% | +282.4% | -282.0% | +1.2% |
| 3Y | +35.2% | +206.2% | -171.0% | +31.4% |
| All | +35.2% | +201.6% | -166.5% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling