+3,225.2%
CSGP vs VICR
+1,026.1%
+2,199.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +8.7% | -13.4% | -6.1% |
| 7D | +1.3% | -23.1% | +24.4% | +5.1% |
| 30D | +10.7% | -48.1% | +58.7% | +20.9% |
| 3M | +3.3% | -32.8% | +36.1% | +5.8% |
| 6M | -10.3% | -47.6% | +37.3% | -8.5% |
| YTD | -54.6% | +34.0% | -88.6% | -62.8% |
| 1Y | -54.6% | +65.0% | -119.6% | -64.4% |
| 3Y | -60.3% | +277.1% | -337.4% | -75.9% |
| 5Y | -63.3% | -5.3% | -58.0% | -73.5% |
| 10Y | +66.5% | +1,075.0% | -1,008.6% | -39.9% |
| All | +3,225.2% | +1,026.1% | +2,199.1% | +637.2% |
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