+50.5%
COP vs VICR
+293.8%
-243.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -10.9% | +0.7% |
| 7D | +2.3% | +5.0% | -2.7% | +2.5% |
| 30D | +8.6% | -12.5% | +21.1% | +8.2% |
| 3M | +19.9% | -33.6% | +53.5% | +18.6% |
| 6M | +19.0% | +10.7% | +8.4% | +18.4% |
| YTD | +50.0% | +80.6% | -30.6% | +42.5% |
| 1Y | +50.5% | +288.4% | -237.8% | +39.2% |
| All | +50.5% | +293.8% | -243.3% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling