+142.0%
CNP vs VICR
+978.3%
-836.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.8% |
| 7D | +1.3% | +8.3% | -7.0% | +0.8% |
| 30D | +3.8% | -35.2% | +39.0% | +6.0% |
| 3M | +2.4% | -29.8% | +32.2% | +3.5% |
| 6M | -1.2% | -48.6% | +47.4% | +0.9% |
| YTD | +9.3% | +45.1% | -35.9% | +1.9% |
| 1Y | +6.4% | +79.6% | -73.1% | -2.5% |
| 3Y | +66.4% | +335.4% | -269.0% | +35.0% |
| 5Y | +75.7% | -1.0% | +76.7% | +60.5% |
| All | +142.0% | +978.3% | -836.3% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling