+8.9%
CRCL vs VICR
+345.4%
-336.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.2% | -10.8% | -1.6% |
| 7D | -11.2% | +5.0% | -16.2% | -12.0% |
| 30D | +27.1% | -12.5% | +39.6% | +29.2% |
| 3M | +9.6% | -33.6% | +43.2% | +14.9% |
| 6M | -19.7% | +10.7% | -30.4% | -26.5% |
| YTD | +14.2% | +80.6% | -66.3% | -4.5% |
| 1Y | -32.2% | +288.4% | -320.6% | -51.4% |
| All | +8.9% | +345.4% | -336.6% | -18.8% |
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 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