+5,200.1%
CRH vs VICR
+12,634.7%
-7,434.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.2% | -10.1% | -0.4% |
| 7D | -6.1% | +5.0% | -11.0% | -6.7% |
| 30D | -9.3% | -12.5% | +3.2% | -8.1% |
| 3M | -15.2% | -33.6% | +18.4% | -12.2% |
| 6M | -14.2% | +10.7% | -24.9% | -18.3% |
| YTD | -28.3% | +80.6% | -108.8% | -36.4% |
| 1Y | -21.8% | +288.4% | -310.1% | -38.1% |
| 3Y | +71.6% | +213.8% | -142.2% | +33.5% |
| 5Y | +96.6% | +58.8% | +37.8% | +57.0% |
| 10Y | +253.8% | +1,671.8% | -1,417.9% | +100.5% |
| All | +5,200.1% | +12,634.7% | -7,434.6% | +2,548.9% |
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 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