-30.4%
CPB vs VICR
+272.1%
-302.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.5% | -8.9% | -2.9% |
| 7D | -8.6% | +0.4% | -9.0% | -8.5% |
| 30D | -7.2% | -13.9% | +6.7% | -8.3% |
| 3M | +0.9% | -38.4% | +39.3% | -2.0% |
| 6M | -11.8% | -7.2% | -4.6% | -11.9% |
| YTD | -19.4% | +72.0% | -91.4% | -17.9% |
| 1Y | -30.4% | +263.3% | -293.7% | -27.8% |
| All | -30.4% | +272.1% | -302.5% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling