+7,947.0%
CP vs VICR
+12,032.5%
-4,085.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.1% | -0.4% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | +0.2% | -13.9% | +14.1% | +1.8% |
| 3M | +2.6% | -38.4% | +41.0% | +7.2% |
| 6M | +6.0% | -7.2% | +13.2% | +2.7% |
| YTD | +24.9% | +72.0% | -47.1% | +10.6% |
| 1Y | +20.1% | +263.3% | -243.2% | -5.2% |
| 3Y | +16.4% | +173.3% | -156.9% | -9.4% |
| 5Y | +31.7% | +47.3% | -15.6% | +4.1% |
| 10Y | +223.9% | +1,495.2% | -1,271.3% | +72.0% |
| All | +7,947.0% | +12,032.5% | -4,085.4% | +2,720.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling