-43.9%
CPB vs VICR
+178.2%
-222.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -4.5% |
| 7D | -5.4% | -0.4% | -5.0% | -5.4% |
| 30D | -7.8% | -15.6% | +7.7% | -8.6% |
| 3M | -6.9% | -35.4% | +28.4% | -8.6% |
| 6M | -12.2% | +1.3% | -13.5% | -11.8% |
| YTD | -21.1% | +62.5% | -83.5% | -19.5% |
| 1Y | -33.5% | +255.5% | -289.0% | -30.7% |
| All | -43.9% | +178.2% | -222.1% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling