+359.6%
CPB vs VICR
+12,032.5%
-11,672.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.5% | -8.9% | -3.6% |
| 7D | -8.6% | +0.4% | -9.0% | -8.6% |
| 30D | -7.2% | -13.9% | +6.7% | -6.9% |
| 3M | +0.9% | -38.4% | +39.3% | +2.0% |
| 6M | -11.8% | -7.2% | -4.6% | -12.9% |
| YTD | -19.4% | +72.0% | -91.4% | -22.6% |
| 1Y | -30.4% | +263.3% | -293.7% | -35.5% |
| 3Y | -40.2% | +173.3% | -213.4% | -44.9% |
| 5Y | -39.5% | +47.3% | -86.8% | -44.1% |
| 10Y | -47.4% | +1,495.2% | -1,542.6% | -59.2% |
| All | +359.6% | +12,032.5% | -11,672.9% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling