-29.7%
CCL vs VICR
+254.3%
-283.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.5% |
| 7D | -4.3% | -0.4% | -3.9% | -4.3% |
| 30D | -19.0% | -15.6% | -3.4% | -16.9% |
| 3M | -13.1% | -35.4% | +22.3% | -8.2% |
| 6M | -13.3% | +1.3% | -14.6% | -20.9% |
| YTD | -25.2% | +62.5% | -87.7% | -37.0% |
| All | -29.7% | +254.3% | -283.9% | -46.6% |
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