+613.6%
CLF vs VICR
+10,134.2%
-9,520.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.5% |
| 7D | +10.4% | +8.3% | +2.1% | +8.4% |
| 30D | +0.6% | -35.2% | +35.7% | +9.6% |
| 3M | +4.1% | -29.8% | +33.9% | +10.2% |
| 6M | +15.1% | -48.6% | +63.7% | +26.5% |
| YTD | -4.7% | +45.1% | -49.9% | -19.5% |
| 1Y | +20.4% | +79.6% | -59.2% | -3.2% |
| 3Y | -23.4% | +335.4% | -358.8% | -53.6% |
| 5Y | -43.3% | -1.0% | -42.3% | -57.4% |
| 10Y | +80.5% | +993.1% | -912.6% | -25.9% |
| All | +613.6% | +10,134.2% | -9,520.6% | +103.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling