+350.3%
CRL vs VICR
+978.3%
-628.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.2% |
| 7D | +0.1% | +8.3% | -8.2% | -1.4% |
| 30D | +11.9% | -35.2% | +47.1% | +20.3% |
| 3M | +20.2% | -29.8% | +50.0% | +25.2% |
| 6M | +107.5% | -48.6% | +156.1% | +122.3% |
| YTD | +69.4% | +45.1% | +24.3% | +40.9% |
| 1Y | +99.7% | +79.6% | +20.2% | +58.6% |
| 3Y | +98.8% | +335.4% | -236.6% | +19.7% |
| 5Y | -12.4% | -1.0% | -11.4% | -33.8% |
| All | +350.3% | +978.3% | -628.0% | +106.9% |
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