+563.8%
CMS vs VICR
+10,303.5%
-9,739.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +0.5% | -9.7% | +10.2% | +1.0% |
| 30D | +7.4% | -39.2% | +46.7% | +10.3% |
| 3M | +1.9% | -22.6% | +24.4% | +2.4% |
| 6M | -2.3% | -37.0% | +34.6% | -1.8% |
| YTD | +3.0% | +47.5% | -44.6% | -3.8% |
| 1Y | -2.8% | +75.0% | -77.8% | -10.4% |
| 3Y | +37.9% | +343.0% | -305.0% | +14.2% |
| 5Y | +34.0% | +3.9% | +30.1% | +18.9% |
| 10Y | +138.1% | +1,034.6% | -896.5% | +63.4% |
| All | +563.8% | +10,303.5% | -9,739.7% | +247.0% |
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