+2,481.8%
CLX vs VICR
+12,339.4%
-9,857.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.7% |
| 7D | -3.5% | +9.8% | -13.4% | -4.0% |
| 30D | -11.9% | -12.6% | +0.7% | -11.4% |
| 3M | -2.6% | -29.7% | +27.1% | -1.6% |
| 6M | -18.2% | +18.8% | -37.0% | -20.3% |
| YTD | -5.9% | +76.4% | -82.3% | -10.6% |
| 1Y | -23.8% | +282.4% | -306.2% | -31.0% |
| 3Y | -33.6% | +206.2% | -239.8% | -40.5% |
| 5Y | -35.7% | +53.9% | -89.6% | -42.0% |
| 10Y | -2.5% | +1,572.3% | -1,574.8% | -27.8% |
| All | +2,481.8% | +12,339.4% | -9,857.6% | +1,328.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling