-35.3%
CPB vs VICR
+336.6%
-371.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.4% | +6.6% | +2.9% |
| 7D | -1.6% | +8.3% | -9.8% | -1.0% |
| 30D | +19.2% | -35.2% | +54.4% | +16.9% |
| 3M | -0.9% | -29.8% | +28.9% | -2.1% |
| 6M | +15.2% | -48.6% | +63.8% | +13.1% |
| YTD | -13.1% | +45.1% | -58.2% | -11.9% |
| 1Y | -22.4% | +79.6% | -102.0% | -21.1% |
| 3Y | -35.3% | +335.4% | -370.7% | -33.9% |
| All | -35.3% | +336.6% | -371.9% | -33.9% |
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