+30.2%
CNH vs VICR
+336.6%
-306.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.1% |
| 7D | +3.0% | +8.3% | -5.3% | +2.1% |
| 30D | -0.6% | -35.2% | +34.6% | +3.5% |
| 3M | +14.6% | -29.8% | +44.5% | +17.3% |
| 6M | +11.8% | -48.6% | +60.3% | +17.3% |
| YTD | +30.4% | +45.1% | -14.7% | +16.9% |
| 1Y | +19.1% | +79.6% | -60.5% | +3.6% |
| 3Y | +30.2% | +335.4% | -305.2% | -12.6% |
| All | +30.2% | +336.6% | -306.4% | -12.6% |
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