+20.2%
CLF vs VICR
+76.0%
-55.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -11.1% | +1.9% | -7.1% |
| 7D | -7.9% | -26.6% | +18.7% | -2.6% |
| 30D | +5.2% | -47.9% | +53.2% | +18.0% |
| 3M | +4.3% | -29.8% | +34.1% | +9.4% |
| 6M | +25.3% | -36.6% | +61.9% | +28.1% |
| YTD | -3.3% | +45.1% | -48.5% | -16.3% |
| 1Y | +20.2% | +80.0% | -59.8% | -2.3% |
| All | +20.2% | +76.0% | -55.7% | -2.3% |
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