+38.9%
CNH vs VICR
+1,844.4%
-1,805.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.1% |
| 7D | +3.0% | +8.3% | -5.3% | +1.8% |
| 30D | -0.6% | -35.2% | +34.6% | +5.4% |
| 3M | +14.6% | -29.8% | +44.5% | +18.2% |
| 6M | +11.8% | -48.6% | +60.3% | +18.9% |
| YTD | +30.4% | +45.1% | -14.7% | +12.6% |
| 1Y | +19.1% | +79.6% | -60.5% | -1.2% |
| 3Y | +30.2% | +335.4% | -305.2% | -14.9% |
| 5Y | -17.8% | -1.0% | -16.8% | -34.8% |
| 10Y | +103.9% | +993.1% | -889.2% | -4.5% |
| All | +38.9% | +1,844.4% | -1,805.5% | -40.9% |
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