+415.5%
CNQ vs VICR
+1,679.8%
-1,264.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.2% | -11.7% | -1.8% |
| 7D | +0.1% | +5.0% | -4.8% | -0.5% |
| 30D | +6.2% | -12.5% | +18.7% | +7.4% |
| 3M | +12.4% | -33.6% | +46.0% | +15.9% |
| 6M | +9.0% | +10.7% | -1.6% | +2.8% |
| YTD | +52.2% | +80.6% | -28.4% | +32.5% |
| 1Y | +65.0% | +288.4% | -223.3% | +27.0% |
| 3Y | +78.8% | +213.8% | -135.0% | +33.9% |
| 5Y | +286.0% | +58.8% | +227.1% | +200.2% |
| All | +415.5% | +1,679.8% | -1,264.3% | +132.9% |
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 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