+20.1%
CP vs VICR
+202.1%
-182.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.7% |
| 7D | +2.4% | +9.8% | -7.4% | +1.7% |
| 30D | -0.5% | -12.6% | +12.1% | +0.3% |
| 3M | +1.4% | -29.7% | +31.1% | +3.0% |
| 6M | +10.3% | +18.8% | -8.5% | +4.9% |
| YTD | +24.3% | +76.4% | -52.1% | +13.0% |
| 1Y | +20.4% | +282.4% | -261.9% | -0.4% |
| All | +20.1% | +202.1% | -182.1% | -6.5% |
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