+1,269.2%
CLS vs VICR
+202.1%
+1,067.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.5% | +3.1% | +4.7% |
| 7D | +12.8% | +9.8% | +2.9% | +8.7% |
| 30D | +3.8% | -12.6% | +16.4% | +8.6% |
| 3M | -14.6% | -29.7% | +15.1% | -5.4% |
| 6M | +32.2% | +18.8% | +13.4% | +15.6% |
| YTD | +11.6% | +76.4% | -64.8% | -19.2% |
| 1Y | +35.1% | +282.4% | -247.3% | -30.3% |
| All | +1,269.2% | +202.1% | +1,067.1% | +663.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling