+4,748.6%
CVX vs VICR
+12,339.4%
-7,590.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -2.0% | +0.3% |
| 7D | -0.6% | +9.8% | -10.4% | -1.5% |
| 30D | +13.4% | -12.6% | +26.0% | +14.5% |
| 3M | +11.8% | -29.7% | +41.5% | +13.9% |
| 6M | +12.4% | +18.8% | -6.4% | +6.9% |
| YTD | +41.5% | +76.4% | -34.9% | +28.5% |
| 1Y | +41.6% | +282.4% | -240.8% | +18.0% |
| 3Y | +42.2% | +206.2% | -163.9% | +16.3% |
| 5Y | +166.0% | +53.9% | +112.1% | +120.8% |
| 10Y | +207.2% | +1,572.3% | -1,365.1% | +90.3% |
| All | +4,748.6% | +12,339.4% | -7,590.7% | +2,326.5% |
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