+6,394.0%
CNI vs VICR
+962.2%
+5,431.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.1% |
| 7D | -1.1% | -0.4% | -0.7% | -1.1% |
| 30D | -3.5% | -15.6% | +12.0% | -1.7% |
| 3M | +2.2% | -35.4% | +37.6% | +6.3% |
| 6M | +15.1% | +1.3% | +13.8% | +10.1% |
| YTD | +24.7% | +62.5% | -37.8% | +10.7% |
| 1Y | +33.4% | +255.5% | -222.1% | +4.8% |
| 3Y | +19.5% | +182.0% | -162.5% | -8.4% |
| 5Y | +12.6% | +42.9% | -30.4% | -11.6% |
| 10Y | +134.7% | +1,494.0% | -1,359.3% | +18.5% |
| All | +6,394.0% | +962.2% | +5,431.8% | +2,425.3% |
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