-34.0%
CCL vs VICR
+978.3%
-1,012.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.4% |
| 7D | -1.2% | +8.3% | -9.5% | -3.1% |
| 30D | +13.1% | -35.2% | +48.3% | +22.9% |
| 3M | +3.4% | -29.8% | +33.2% | +8.0% |
| 6M | +18.7% | -48.6% | +67.3% | +29.2% |
| YTD | -2.3% | +45.1% | -47.4% | -21.5% |
| 1Y | +14.2% | +79.6% | -65.4% | -13.3% |
| 3Y | +133.6% | +335.4% | -201.8% | +28.4% |
| 5Y | +33.5% | -1.0% | +34.5% | -4.6% |
| All | -34.0% | +978.3% | -1,012.3% | -71.7% |
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