+60.0%
CSGP vs VICR
+978.3%
-918.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.3% | +3.1% |
| 7D | +1.3% | +8.3% | -6.9% | +0.7% |
| 30D | +2.8% | -35.2% | +38.0% | +5.3% |
| 3M | -6.3% | -29.8% | +23.5% | -5.6% |
| 6M | -3.2% | -48.6% | +45.4% | -1.6% |
| YTD | -54.0% | +45.1% | -99.1% | -60.1% |
| 1Y | -54.8% | +79.6% | -134.4% | -62.0% |
| 3Y | -60.6% | +335.4% | -396.0% | -72.3% |
| 5Y | -62.6% | -1.0% | -61.6% | -69.4% |
| All | +60.0% | +978.3% | -918.3% | -10.1% |
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