+5,760.6%
CRM vs VICR
+1,361.4%
+4,399.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.2% | -9.2% | -0.5% |
| 7D | -4.4% | +5.0% | -9.4% | -5.6% |
| 30D | +28.1% | -12.5% | +40.6% | +30.8% |
| 3M | +48.8% | -33.6% | +82.4% | +56.2% |
| 6M | +28.3% | +10.7% | +17.6% | +12.8% |
| YTD | -6.0% | +80.6% | -86.6% | -28.5% |
| 1Y | +1.4% | +288.4% | -286.9% | -38.2% |
| 3Y | +11.8% | +213.8% | -201.9% | -35.1% |
| 5Y | -2.0% | +58.8% | -60.9% | -39.7% |
| 10Y | +239.6% | +1,671.8% | -1,432.2% | -12.9% |
| All | +5,760.6% | +1,361.4% | +4,399.2% | +1,098.4% |
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 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