+13.2%
CNH vs VICR
+46.6%
-33.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.1% | +2.8% |
| 7D | +1.8% | +1.3% | +0.6% | +1.6% |
| 30D | +32.6% | -11.9% | +44.6% | +34.1% |
| 3M | +29.4% | -35.1% | +64.6% | +34.8% |
| 6M | +26.0% | +8.1% | +17.8% | +20.3% |
| YTD | +52.2% | +67.8% | -15.6% | +36.1% |
| 1Y | +23.9% | +267.3% | -243.4% | -1.5% |
| 3Y | +10.1% | +191.2% | -181.1% | -14.6% |
| 5Y | +13.2% | +48.1% | -34.9% | -9.0% |
| All | +13.2% | +46.6% | -33.4% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling