-17.9%
CLS vs VICR
+70.3%
-88.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -4.1% |
| 7D | +16.3% | +8.3% | +8.0% | +12.9% |
| 30D | -25.7% | -35.2% | +9.5% | -13.7% |
| 3M | -30.9% | -29.8% | -1.0% | -22.8% |
| 6M | -35.5% | -48.6% | +13.1% | -22.1% |
| YTD | -18.7% | +45.1% | -63.8% | -40.4% |
| 1Y | -17.9% | +79.6% | -97.5% | -59.0% |
| All | -17.9% | +70.3% | -88.2% | -59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling