+57.3%
CL vs VICR
+1,508.7%
-1,451.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | -0.3% |
| 7D | -2.3% | +1.3% | -3.6% | -2.3% |
| 30D | -5.5% | -11.9% | +6.4% | -5.3% |
| 3M | +0.8% | -35.1% | +36.0% | +1.4% |
| 6M | -4.2% | +8.1% | -12.3% | -5.6% |
| YTD | +13.4% | +67.8% | -54.3% | +10.1% |
| 1Y | +7.1% | +267.3% | -260.2% | +0.9% |
| 3Y | +29.0% | +191.2% | -162.2% | +20.7% |
| 5Y | +28.3% | +48.1% | -19.8% | +21.7% |
| 10Y | +57.3% | +1,546.1% | -1,488.8% | +20.5% |
| All | +57.3% | +1,508.7% | -1,451.4% | +20.5% |
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