+11.8%
CRM vs VICR
+209.3%
-197.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.2% | -9.2% | +1.6% |
| 7D | -4.4% | +5.0% | -9.4% | -4.6% |
| 30D | +28.1% | -12.5% | +40.6% | +28.5% |
| 3M | +48.8% | -33.6% | +82.4% | +50.3% |
| 6M | +28.3% | +10.7% | +17.6% | +21.2% |
| YTD | -6.0% | +80.6% | -86.6% | -17.5% |
| 1Y | +1.4% | +288.4% | -286.9% | -21.0% |
| 3Y | +11.8% | +213.8% | -201.9% | -12.7% |
| All | +11.8% | +209.3% | -197.4% | -12.7% |
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 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