+80.4%
CLF vs VICR
+1,016.5%
-936.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | +16.0% | +21.9% | -5.9% | +10.4% |
| 30D | +1.6% | -38.4% | +40.0% | +12.8% |
| 3M | +6.7% | -27.2% | +33.9% | +12.3% |
| 6M | +21.1% | -43.7% | +64.8% | +30.8% |
| YTD | -1.6% | +50.3% | -51.8% | -19.6% |
| 1Y | +18.5% | +74.6% | -56.1% | -6.9% |
| 3Y | -21.0% | +351.2% | -372.2% | -56.3% |
| 5Y | -41.4% | +2.5% | -43.9% | -56.4% |
| All | +80.4% | +1,016.5% | -936.1% | -43.3% |
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 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