-37.2%
CRL vs VICR
+46.6%
-83.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.1% |
| 7D | -4.6% | +1.3% | -5.9% | -4.9% |
| 30D | +0.5% | -11.9% | +12.4% | +2.0% |
| 3M | +46.6% | -35.1% | +81.8% | +53.6% |
| 6M | +57.3% | +8.1% | +49.1% | +45.3% |
| YTD | +39.5% | +67.8% | -28.2% | +17.4% |
| 1Y | +76.9% | +267.3% | -190.4% | +25.4% |
| 3Y | +39.4% | +191.2% | -151.9% | -3.9% |
| 5Y | -37.2% | +48.1% | -85.2% | -55.3% |
| All | -37.2% | +46.6% | -83.8% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling