+109.8%
CVE vs VICR
+271.8%
-162.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +2.6% |
| 7D | +0.2% | +9.8% | -9.7% | +0.4% |
| 30D | +17.5% | -12.6% | +30.1% | +17.3% |
| 3M | +16.2% | -29.7% | +45.9% | +15.7% |
| 6M | +47.8% | +18.8% | +28.9% | +48.4% |
| YTD | +98.5% | +76.4% | +22.1% | +97.2% |
| 1Y | +109.8% | +282.4% | -172.6% | +100.1% |
| All | +109.8% | +271.8% | -162.0% | +100.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling