+4.0%
CLF vs VICR
+253.2%
-249.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.7% |
| 7D | -3.7% | -0.4% | -3.3% | -3.6% |
| 30D | -4.7% | -15.6% | +10.9% | -2.6% |
| 3M | -4.7% | -35.4% | +30.7% | -1.3% |
| 6M | +24.0% | +1.3% | +22.7% | +21.4% |
| YTD | -10.9% | +62.5% | -73.4% | -11.4% |
| 1Y | +4.0% | +255.5% | -251.4% | +10.4% |
| All | +4.0% | +253.2% | -249.2% | +10.4% |
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