+1,604.2%
CCJ vs VICR
+1,427.6%
+176.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.8% |
| 7D | +5.9% | +9.8% | -3.9% | +4.2% |
| 30D | +4.7% | -12.6% | +17.3% | +6.7% |
| 3M | -3.3% | -29.7% | +26.4% | +1.0% |
| 6M | -7.0% | +18.8% | -25.9% | -12.5% |
| YTD | +11.5% | +76.4% | -64.9% | -2.1% |
| 1Y | +32.3% | +282.4% | -250.1% | +1.1% |
| 3Y | +176.8% | +206.2% | -29.3% | +107.5% |
| 5Y | +351.8% | +53.9% | +297.9% | +253.0% |
| 10Y | +1,080.5% | +1,572.3% | -491.8% | +479.1% |
| All | +1,604.2% | +1,427.6% | +176.5% | +547.0% |
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