-13.7%
CLF vs VICR
+201.6%
-215.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.1% |
| 7D | +6.5% | +9.8% | -3.3% | +4.7% |
| 30D | +0.2% | -12.6% | +12.8% | +2.5% |
| 3M | -3.1% | -29.7% | +26.6% | +0.8% |
| 6M | +25.0% | +18.8% | +6.2% | +15.3% |
| YTD | -7.5% | +76.4% | -83.8% | -21.4% |
| 1Y | +11.5% | +282.4% | -270.8% | -20.9% |
| 3Y | -13.7% | +206.2% | -219.9% | -35.9% |
| All | -13.7% | +201.6% | -215.3% | -35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling