+605.2%
CLF vs VICR
+12,032.4%
-11,427.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +0.6% |
| 7D | +7.6% | +0.4% | +7.1% | +7.4% |
| 30D | -1.2% | -13.9% | +12.7% | +1.8% |
| 3M | -13.4% | -38.4% | +25.0% | -6.1% |
| 6M | +15.4% | -7.2% | +22.6% | +11.2% |
| YTD | -5.9% | +72.0% | -77.9% | -21.9% |
| 1Y | +18.8% | +263.3% | -244.5% | -18.9% |
| 3Y | -19.4% | +173.3% | -192.7% | -45.5% |
| 5Y | -47.7% | +47.3% | -95.0% | -63.4% |
| 10Y | +130.4% | +1,495.2% | -1,364.8% | -11.2% |
| All | +605.2% | +12,032.4% | -11,427.3% | +97.1% |
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