-37.7%
CPB vs VICR
+46.6%
-84.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.4% | +0.3% |
| 7D | -8.0% | +1.3% | -9.2% | -7.9% |
| 30D | -2.4% | -11.9% | +9.5% | -2.8% |
| 3M | +0.5% | -35.1% | +35.7% | -0.7% |
| 6M | -10.5% | +8.1% | -18.6% | -9.8% |
| YTD | -17.5% | +67.8% | -85.3% | -15.9% |
| 1Y | -31.0% | +267.3% | -298.3% | -28.3% |
| 3Y | -40.6% | +191.2% | -231.8% | -37.9% |
| 5Y | -37.7% | +48.1% | -85.8% | -37.5% |
| All | -37.7% | +46.6% | -84.3% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling