+8,189.1%
CP vs VICR
+10,134.2%
-1,945.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | 0.0% |
| 7D | +2.1% | +8.3% | -6.1% | +1.0% |
| 30D | +9.3% | -35.2% | +44.5% | +14.2% |
| 3M | +0.5% | -29.8% | +30.3% | +2.8% |
| 6M | +10.4% | -48.6% | +59.0% | +15.1% |
| YTD | +28.7% | +45.1% | -16.4% | +14.1% |
| 1Y | +33.2% | +79.6% | -46.4% | +14.6% |
| 3Y | +38.4% | +335.4% | -297.0% | -0.2% |
| 5Y | +26.2% | -1.0% | +27.2% | +3.3% |
| 10Y | +258.4% | +993.1% | -734.8% | +96.4% |
| All | +8,189.1% | +10,134.2% | -1,945.2% | +2,809.6% |
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 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