+1,020.0%
CCL vs VICR
+10,134.2%
-9,114.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.3% |
| 7D | -1.2% | +8.3% | -9.5% | -2.7% |
| 30D | +13.1% | -35.2% | +48.3% | +20.7% |
| 3M | +3.4% | -29.8% | +33.2% | +7.1% |
| 6M | +18.7% | -48.6% | +67.3% | +27.1% |
| YTD | -2.3% | +45.1% | -47.4% | -15.9% |
| 1Y | +14.2% | +79.6% | -65.4% | -5.6% |
| 3Y | +133.6% | +335.4% | -201.8% | +54.5% |
| 5Y | +33.5% | -1.0% | +34.5% | +7.1% |
| 10Y | -32.8% | +993.1% | -1,025.9% | -66.0% |
| All | +1,020.0% | +10,134.2% | -9,114.2% | +193.4% |
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