+3.8%
VCIT vs CCJ
+169.1%
-165.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -0.6% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | +1.1% | -17.2% | +18.4% | +1.5% |
| 3M | -1.4% | -25.1% | +23.8% | -0.8% |
| 6M | -2.3% | -37.6% | +35.3% | -1.5% |
| YTD | -1.8% | -20.4% | +18.6% | -1.5% |
| 1Y | -1.0% | -22.5% | +21.5% | -0.7% |
| 3Y | +19.3% | +72.5% | -53.2% | +17.2% |
| 5Y | +3.8% | +179.9% | -176.1% | +0.2% |
| All | +3.8% | +169.1% | -165.4% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 5y: compounded portfolio wealth divided by compounded CCJ 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…
5y analysis · Full analysis span regression · 6 months rolling