+180.7%
COR vs VICR
+42.6%
+138.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | -0.8% |
| 7D | -4.8% | -0.4% | -4.4% | -4.8% |
| 30D | -3.7% | -15.6% | +11.9% | -4.0% |
| 3M | +14.3% | -35.4% | +49.7% | +13.4% |
| 6M | -8.5% | +1.3% | -9.8% | -8.9% |
| YTD | -4.4% | +62.5% | -66.9% | -4.3% |
| 1Y | +9.1% | +255.5% | -246.3% | +10.4% |
| 3Y | +85.2% | +182.0% | -96.8% | +88.1% |
| 5Y | +180.7% | +42.9% | +137.8% | +188.3% |
| All | +180.7% | +42.6% | +138.1% | +188.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling