+1,056.5%
CCJ vs VICR
+1,679.8%
-623.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.2% | -11.9% | -2.8% |
| 7D | -4.0% | +5.0% | -9.0% | -5.0% |
| 30D | -2.4% | -12.5% | +10.1% | -0.5% |
| 3M | -2.3% | -33.6% | +31.3% | +3.3% |
| 6M | -16.2% | +10.7% | -26.9% | -20.8% |
| YTD | +5.7% | +80.6% | -74.9% | -8.6% |
| 1Y | +21.3% | +288.4% | -267.1% | -9.4% |
| 3Y | +159.4% | +213.8% | -54.4% | +89.7% |
| 5Y | +300.7% | +58.8% | +241.8% | +206.5% |
| All | +1,056.5% | +1,679.8% | -623.3% | +474.3% |
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 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