+569.5%
CMS vs VICR
+10,134.2%
-9,564.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +1.9% |
| 7D | +1.7% | +8.3% | -6.6% | +1.1% |
| 30D | +6.2% | -35.2% | +41.4% | +8.6% |
| 3M | +0.6% | -29.8% | +30.4% | +1.8% |
| 6M | -1.8% | -48.6% | +46.8% | +0.4% |
| YTD | +3.8% | +45.1% | -41.3% | -2.9% |
| 1Y | -1.8% | +79.6% | -81.3% | -9.6% |
| 3Y | +39.8% | +335.4% | -295.6% | +15.9% |
| 5Y | +37.1% | -1.0% | +38.1% | +22.1% |
| 10Y | +138.6% | +993.1% | -854.5% | +64.1% |
| All | +569.5% | +10,134.2% | -9,564.8% | +250.3% |
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