-43.4%
CCL vs VICR
+1,501.2%
-1,544.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.2% |
| 7D | -4.3% | -0.4% | -3.9% | -4.3% |
| 30D | -19.0% | -15.6% | -3.4% | -16.1% |
| 3M | -13.1% | -35.4% | +22.3% | -6.2% |
| 6M | -13.3% | +1.3% | -14.6% | -19.5% |
| YTD | -25.2% | +62.5% | -87.7% | -39.3% |
| 1Y | -27.2% | +255.5% | -282.7% | -52.7% |
| 3Y | +49.2% | +182.0% | -132.8% | -5.2% |
| 5Y | +0.4% | +42.9% | -42.6% | -32.1% |
| All | -43.4% | +1,501.2% | -1,544.5% | -74.5% |
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 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