+1,436.2%
CRL vs VICR
+489.6%
+946.6%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.3% |
| 7D | +0.1% | +8.3% | -8.2% | -1.3% |
| 30D | +11.9% | -35.2% | +47.1% | +19.5% |
| 3M | +20.2% | -29.8% | +50.0% | +24.9% |
| 6M | +107.5% | -48.6% | +156.1% | +121.1% |
| YTD | +69.4% | +45.1% | +24.3% | +46.0% |
| 1Y | +99.7% | +79.6% | +20.2% | +65.6% |
| 3Y | +98.8% | +335.4% | -236.6% | +32.2% |
| 5Y | -12.4% | -1.0% | -11.4% | -30.7% |
| 10Y | +352.9% | +993.1% | -640.3% | +125.6% |
| All | +1,436.2% | +489.6% | +946.6% | +510.5% |
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