+2,953.7%
CLS vs VICR
+1,501.2%
+1,452.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.6% |
| 7D | +5.0% | -0.4% | +5.4% | +5.0% |
| 30D | +4.8% | -15.6% | +20.3% | +9.5% |
| 3M | -10.4% | -35.4% | +25.0% | -0.5% |
| 6M | +20.8% | +1.3% | +19.5% | +15.9% |
| YTD | +10.0% | +62.5% | -52.4% | -8.9% |
| 1Y | +28.5% | +255.5% | -226.9% | -14.9% |
| 3Y | +1,292.2% | +182.0% | +1,110.2% | +835.0% |
| 5Y | +3,616.8% | +42.9% | +3,573.9% | +2,533.1% |
| All | +2,953.7% | +1,501.2% | +1,452.5% | +1,260.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling