+1,914.6%
CLS vs VICR
+978.3%
+936.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -4.4% |
| 7D | +16.3% | +8.3% | +8.0% | +13.7% |
| 30D | -25.7% | -35.2% | +9.5% | -16.0% |
| 3M | -30.9% | -29.8% | -1.0% | -24.5% |
| 6M | -35.5% | -48.6% | +13.1% | -24.9% |
| YTD | -18.7% | +45.1% | -63.8% | -31.1% |
| 1Y | -17.9% | +79.6% | -97.5% | -34.2% |
| 3Y | +838.1% | +335.4% | +502.7% | +477.7% |
| 5Y | +1,971.9% | -1.0% | +1,972.9% | +1,505.1% |
| All | +1,914.6% | +978.3% | +936.3% | +841.6% |
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