+43.0%
CSGP vs VICR
+1,556.9%
-1,513.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -7.9% | -2.9% |
| 7D | -4.1% | +0.4% | -4.5% | -4.2% |
| 30D | +2.3% | -13.9% | +16.3% | +3.3% |
| 3M | -8.2% | -38.4% | +30.2% | -5.7% |
| 6M | -35.1% | -7.2% | -27.9% | -38.0% |
| YTD | -54.0% | +72.0% | -126.1% | -59.9% |
| 1Y | -65.3% | +263.3% | -328.6% | -73.0% |
| 3Y | -62.6% | +173.3% | -235.8% | -71.2% |
| 5Y | -64.8% | +47.3% | -112.1% | -72.2% |
| All | +43.0% | +1,556.9% | -1,513.8% | -25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling