+128.9%
CVE vs VICR
+1,056.5%
-927.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -1.7% |
| 7D | -16.1% | -23.1% | +7.0% | -13.4% |
| 30D | -10.4% | -48.1% | +37.7% | -3.6% |
| 3M | -2.4% | -32.8% | +30.5% | +0.6% |
| 6M | -4.4% | -47.6% | +43.2% | -1.0% |
| YTD | +64.9% | +34.0% | +30.9% | +44.2% |
| 1Y | +66.0% | +65.0% | +1.0% | +40.1% |
| 3Y | +57.7% | +277.1% | -219.4% | +8.2% |
| 5Y | +144.7% | -5.3% | +150.0% | +99.8% |
| All | +128.9% | +1,056.5% | -927.6% | +17.4% |
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