-50.5%
CPNG vs VICR
+57.6%
-108.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +11.2% | -8.1% | +1.4% |
| 7D | -1.1% | +5.0% | -6.1% | -1.9% |
| 30D | -7.4% | -12.5% | +5.1% | -6.0% |
| 3M | -12.3% | -33.6% | +21.3% | -8.7% |
| 6M | -19.4% | +10.7% | -30.1% | -25.2% |
| YTD | -35.9% | +80.6% | -116.5% | -46.2% |
| 1Y | -53.4% | +288.4% | -341.8% | -66.8% |
| 3Y | -20.0% | +213.8% | -233.8% | -45.0% |
| All | -50.5% | +57.6% | -108.1% | -64.4% |
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