+130.1%
CVE vs VICR
+1,187.5%
-1,057.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.3% | -10.8% | -0.9% |
| 7D | -10.1% | -6.5% | -3.5% | -9.5% |
| 30D | -12.1% | -38.5% | +26.4% | -7.4% |
| 3M | -1.9% | -26.1% | +24.2% | -0.1% |
| 6M | -1.8% | -36.2% | +34.4% | -1.0% |
| YTD | +65.8% | +49.2% | +16.6% | +42.9% |
| 1Y | +60.8% | +87.0% | -26.2% | +33.4% |
| 3Y | +70.1% | +350.4% | -280.3% | +13.8% |
| 5Y | +134.8% | +3.7% | +131.1% | +89.7% |
| 10Y | +130.1% | +1,084.9% | -954.8% | +16.4% |
| All | +130.1% | +1,187.5% | -1,057.4% | +16.4% |
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