-41.2%
CLF vs VICR
+3.5%
-44.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.1% |
| 7D | -9.1% | -9.7% | +0.6% | -7.3% |
| 30D | -0.9% | -39.2% | +38.3% | +7.5% |
| 3M | +3.0% | -22.6% | +25.5% | +6.0% |
| 6M | +16.7% | -37.0% | +53.7% | +20.9% |
| YTD | -3.2% | +47.5% | -50.7% | -15.3% |
| 1Y | +24.6% | +75.0% | -50.4% | +5.7% |
| 3Y | -22.3% | +343.0% | -365.3% | -47.4% |
| 5Y | -41.2% | +3.9% | -45.1% | -54.2% |
| All | -41.2% | +3.5% | -44.7% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling