+3,231.7%
CLS vs VICR
+1,502.4%
+1,729.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | -0.8% |
| 7D | +4.6% | +0.4% | +4.1% | +4.2% |
| 30D | -13.9% | -13.9% | 0.0% | -10.4% |
| 3M | -26.6% | -38.4% | +11.8% | -17.0% |
| 6M | +15.4% | -7.2% | +22.6% | +13.0% |
| YTD | +5.7% | +72.0% | -66.4% | -15.0% |
| 1Y | +41.1% | +263.3% | -222.2% | -9.7% |
| 3Y | +1,228.6% | +173.3% | +1,055.3% | +776.1% |
| 5Y | +3,240.6% | +47.3% | +3,193.3% | +2,184.3% |
| 10Y | +2,760.3% | +1,495.2% | +1,265.2% | +748.9% |
| All | +3,231.7% | +1,502.4% | +1,729.3% | +568.6% |
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 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