+546.0%
CMS vs VICR
+12,032.5%
-11,486.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.6% |
| 7D | +0.4% | +0.4% | -0.1% | +0.3% |
| 30D | -3.6% | -13.9% | +10.3% | -2.7% |
| 3M | -1.9% | -38.4% | +36.5% | +0.4% |
| 6M | -11.0% | -7.2% | -3.8% | -12.5% |
| YTD | +0.2% | +72.0% | -71.8% | -6.3% |
| 1Y | -1.3% | +263.3% | -264.6% | -13.3% |
| 3Y | +35.9% | +173.3% | -137.3% | +17.9% |
| 5Y | +23.1% | +47.3% | -24.2% | +7.4% |
| 10Y | +117.9% | +1,495.2% | -1,377.3% | +47.0% |
| All | +546.0% | +12,032.5% | -11,486.5% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling