+66.4%
CNP vs VICR
+336.6%
-270.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.6% |
| 7D | +1.3% | +8.3% | -7.0% | +1.3% |
| 30D | +3.8% | -35.2% | +39.0% | +3.7% |
| 3M | +2.4% | -29.8% | +32.2% | +2.2% |
| 6M | -1.2% | -48.6% | +47.4% | -1.4% |
| YTD | +9.3% | +45.1% | -35.9% | +8.4% |
| 1Y | +6.4% | +79.6% | -73.1% | +5.4% |
| 3Y | +66.4% | +335.4% | -269.0% | +54.5% |
| All | +66.4% | +336.6% | -270.2% | +54.5% |
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