+223.6%
CP vs VICR
+1,501.2%
-1,277.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.0% |
| 7D | -2.7% | -0.4% | -2.3% | -2.7% |
| 30D | -3.4% | -15.6% | +12.2% | -1.7% |
| 3M | -0.6% | -35.4% | +34.7% | +3.0% |
| 6M | +6.3% | +1.3% | +5.0% | +1.7% |
| YTD | +21.2% | +62.5% | -41.3% | +7.8% |
| 1Y | +20.0% | +255.5% | -235.4% | -5.5% |
| 3Y | +18.7% | +182.0% | -163.3% | -8.6% |
| 5Y | +34.8% | +42.9% | -8.1% | +7.3% |
| All | +223.6% | +1,501.2% | -1,277.6% | +68.0% |
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