+86.5%
COR vs VICR
+187.3%
-100.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | -0.6% |
| 7D | -3.9% | +1.3% | -5.1% | -3.8% |
| 30D | -0.3% | -11.9% | +11.6% | -0.7% |
| 3M | +15.9% | -35.1% | +51.0% | +14.4% |
| 6M | -10.3% | +8.1% | -18.4% | -10.6% |
| YTD | -3.7% | +67.8% | -71.5% | -2.9% |
| 1Y | +9.1% | +267.3% | -258.2% | +12.6% |
| All | +86.5% | +187.3% | -100.8% | +97.4% |
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