-63.2%
CSGP vs VICR
-6.0%
-57.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +8.7% | -13.4% | -4.9% |
| 7D | +1.3% | -23.1% | +24.4% | +1.9% |
| 30D | +10.7% | -48.1% | +58.7% | +12.7% |
| 3M | +3.3% | -32.8% | +36.1% | +3.5% |
| 6M | -10.3% | -47.6% | +37.3% | -10.6% |
| YTD | -54.6% | +34.0% | -88.6% | -59.4% |
| 1Y | -54.6% | +65.0% | -119.6% | -60.4% |
| 3Y | -60.3% | +277.1% | -337.4% | -69.6% |
| All | -63.2% | -6.0% | -57.3% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling