+796.3%
CCL vs VICR
+12,032.4%
-11,236.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.3% | -0.9% |
| 7D | -5.0% | +0.4% | -5.5% | -5.2% |
| 30D | -20.3% | -13.9% | -6.4% | -18.4% |
| 3M | -15.1% | -38.4% | +23.3% | -9.2% |
| 6M | -15.1% | -7.2% | -7.9% | -17.8% |
| YTD | -21.8% | +72.0% | -93.8% | -33.0% |
| 1Y | -24.8% | +263.3% | -288.1% | -44.8% |
| 3Y | +51.9% | +173.3% | -121.4% | +11.3% |
| 5Y | +4.0% | +47.3% | -43.3% | -20.3% |
| 10Y | -42.2% | +1,495.2% | -1,537.4% | -72.0% |
| All | +796.3% | +12,032.4% | -11,236.2% | +133.6% |
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 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