-46.7%
CPB vs VICR
+1,679.8%
-1,726.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.2% | -10.9% | +0.5% |
| 7D | -1.8% | +5.0% | -6.7% | -1.7% |
| 30D | -7.1% | -12.5% | +5.4% | -7.2% |
| 3M | -6.0% | -33.6% | +27.6% | -6.5% |
| 6M | -5.3% | +10.7% | -15.9% | -5.2% |
| YTD | -20.8% | +80.6% | -101.4% | -20.7% |
| 1Y | -33.8% | +288.4% | -322.2% | -33.8% |
| 3Y | -43.7% | +213.8% | -257.5% | -43.6% |
| 5Y | -40.7% | +58.8% | -99.6% | -40.3% |
| All | -46.7% | +1,679.8% | -1,726.5% | -52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling