+27.2%
CL vs VICR
+76.3%
-49.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.2% |
| 7D | -0.8% | +21.9% | -22.7% | +0.4% |
| 30D | +9.5% | -38.4% | +47.8% | +7.3% |
| 3M | +6.6% | -27.2% | +33.8% | +5.6% |
| 6M | +13.2% | -43.7% | +56.9% | +11.3% |
| YTD | +26.9% | +50.3% | -23.4% | +31.5% |
| All | +27.2% | +76.3% | -49.1% | +37.7% |
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