-49.3%
CLF vs VICR
+42.6%
-91.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.6% |
| 7D | -3.7% | -0.4% | -3.3% | -3.6% |
| 30D | -4.7% | -15.6% | +10.9% | -2.0% |
| 3M | -4.7% | -35.4% | +30.7% | +0.7% |
| 6M | +24.0% | +1.3% | +22.7% | +18.5% |
| YTD | -10.9% | +62.5% | -73.4% | -22.5% |
| 1Y | +4.0% | +255.5% | -251.4% | -23.4% |
| 3Y | -16.9% | +182.0% | -198.9% | -39.8% |
| 5Y | -49.3% | +42.9% | -92.2% | -62.1% |
| All | -49.3% | +42.6% | -91.9% | -62.1% |
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