-4.4%
CLX vs VICR
+1,679.8%
-1,684.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.2% | -12.3% | -1.3% |
| 7D | -5.7% | +5.0% | -10.7% | -5.8% |
| 30D | -17.0% | -12.5% | -4.5% | -16.9% |
| 3M | -9.7% | -33.6% | +23.9% | -9.3% |
| 6M | -19.8% | +10.7% | -30.5% | -20.9% |
| YTD | -9.8% | +80.6% | -90.4% | -12.3% |
| 1Y | -26.2% | +288.4% | -314.5% | -29.9% |
| 3Y | -36.2% | +213.8% | -250.0% | -39.7% |
| 5Y | -38.3% | +58.8% | -97.2% | -41.4% |
| All | -4.4% | +1,679.8% | -1,684.1% | -25.8% |
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 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