+425.9%
CORZ vs VICR
+373.2%
+52.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.9% | +1.5% | -1.7% |
| 7D | +7.6% | +1.3% | +6.4% | +7.1% |
| 30D | -6.9% | -11.9% | +5.0% | -3.2% |
| 3M | -33.0% | -35.1% | +2.1% | -24.0% |
| 6M | +19.3% | +8.1% | +11.2% | +10.6% |
| YTD | +24.2% | +67.8% | -43.5% | -1.6% |
| 1Y | +24.5% | +267.3% | -242.8% | -27.6% |
| All | +425.9% | +373.2% | +52.7% | +133.6% |
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