+58.6%
CNH vs VICR
+2,263.3%
-2,204.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.5% | -8.1% | -6.0% |
| 7D | +8.8% | +9.8% | -1.0% | +7.1% |
| 30D | +24.7% | -12.6% | +37.3% | +26.7% |
| 3M | +27.3% | -29.7% | +57.0% | +32.3% |
| 6M | +23.2% | +18.8% | +4.3% | +14.0% |
| YTD | +48.9% | +76.4% | -27.5% | +27.3% |
| 1Y | +19.4% | +282.4% | -263.0% | -12.5% |
| 3Y | +7.8% | +206.2% | -198.4% | -23.5% |
| 5Y | +8.7% | +53.9% | -45.2% | -19.3% |
| 10Y | +149.5% | +1,572.3% | -1,422.8% | +11.3% |
| All | +58.6% | +2,263.3% | -2,204.7% | -33.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling