+21.3%
CCJ vs VICR
+293.8%
-272.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.2% | -11.9% | -3.2% |
| 7D | -4.0% | +5.0% | -9.0% | -5.2% |
| 30D | -2.4% | -12.5% | +10.1% | -0.1% |
| 3M | -2.3% | -33.6% | +31.3% | +4.2% |
| 6M | -16.2% | +10.7% | -26.9% | -22.8% |
| YTD | +5.7% | +80.6% | -74.9% | -9.3% |
| 1Y | +21.3% | +288.4% | -267.1% | -3.3% |
| All | +21.3% | +293.8% | -272.5% | -3.3% |
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 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