+8,157.4%
CP vs VICR
+10,303.5%
-2,146.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | -0.1% |
| 7D | +2.8% | -9.7% | +12.5% | +3.7% |
| 30D | +11.0% | -39.2% | +50.3% | +16.9% |
| 3M | +3.8% | -22.6% | +26.4% | +4.9% |
| 6M | +9.5% | -37.0% | +46.4% | +10.6% |
| YTD | +28.2% | +47.5% | -19.3% | +13.4% |
| 1Y | +33.0% | +75.0% | -42.0% | +14.8% |
| 3Y | +35.5% | +343.0% | -307.4% | -2.5% |
| 5Y | +25.8% | +3.9% | +21.9% | +2.3% |
| 10Y | +250.7% | +1,034.6% | -783.9% | +91.3% |
| All | +8,157.4% | +10,303.5% | -2,146.1% | +2,793.1% |
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