+89.9%
CVE vs VICR
+2,309.3%
-2,219.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.8% | -2.2% |
| 7D | +2.5% | +0.4% | +2.1% | +2.3% |
| 30D | +16.7% | -13.9% | +30.7% | +18.9% |
| 3M | +9.3% | -38.4% | +47.7% | +15.3% |
| 6M | +43.6% | -7.2% | +50.8% | +36.8% |
| YTD | +93.6% | +72.0% | +21.6% | +63.5% |
| 1Y | +98.8% | +263.3% | -164.5% | +44.2% |
| 3Y | +73.6% | +173.3% | -99.7% | +23.6% |
| 5Y | +312.5% | +47.3% | +265.2% | +201.0% |
| 10Y | +161.0% | +1,495.2% | -1,334.1% | +3.4% |
| All | +89.9% | +2,309.3% | -2,219.3% | -35.2% |
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