+84.1%
CL vs VICR
+1,071.4%
-987.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.1% |
| 7D | -0.8% | +5.7% | -6.4% | -0.9% |
| 30D | +9.5% | -35.2% | +44.7% | +10.1% |
| 3M | +6.8% | -20.3% | +27.1% | +6.8% |
| 6M | +14.3% | -46.3% | +60.6% | +14.8% |
| YTD | +27.0% | +53.4% | -26.4% | +22.9% |
| 1Y | +26.3% | +81.6% | -55.3% | +21.5% |
| 3Y | +39.3% | +360.5% | -321.3% | +26.6% |
| 5Y | +41.5% | +4.4% | +37.1% | +37.3% |
| 10Y | +84.1% | +1,055.3% | -971.2% | +42.9% |
| All | +84.1% | +1,071.4% | -987.3% | +42.9% |
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