+32.3%
CCJ vs VICR
+272.1%
-239.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -1.1% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | +6.9% | -13.9% | +20.8% | +9.8% |
| 3M | -11.6% | -38.4% | +26.8% | -3.9% |
| 6M | -16.2% | -7.2% | -9.0% | -19.7% |
| YTD | +10.1% | +72.0% | -61.9% | -4.0% |
| 1Y | +32.3% | +263.3% | -231.0% | +8.8% |
| All | +32.3% | +272.1% | -239.8% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling