+8.7%
CL vs VICR
+272.1%
-263.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -6.9% | -1.2% |
| 7D | -2.2% | +0.4% | -2.6% | -2.1% |
| 30D | -4.8% | -13.9% | +9.1% | -5.3% |
| 3M | +4.9% | -38.4% | +43.3% | +3.4% |
| 6M | -5.7% | -7.2% | +1.5% | -6.8% |
| YTD | +14.4% | +72.0% | -57.7% | +16.0% |
| 1Y | +8.7% | +263.3% | -254.5% | +13.7% |
| All | +8.7% | +272.1% | -263.4% | +13.7% |
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 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