+96.1%
VCIT vs CCJ
+187.1%
-91.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.5% | -0.2% |
| 7D | +0.1% | -7.3% | +7.4% | +0.2% |
| 30D | +1.9% | -20.0% | +21.9% | +2.1% |
| 3M | -1.4% | -23.8% | +22.4% | -1.2% |
| 6M | -2.1% | -42.4% | +40.3% | -1.7% |
| YTD | -1.6% | -22.1% | +20.4% | -1.5% |
| 1Y | -0.9% | -20.8% | +19.9% | -0.8% |
| 3Y | +20.0% | +75.7% | -55.8% | +19.3% |
| 5Y | +3.1% | +167.4% | -164.3% | +2.3% |
| 10Y | +28.7% | +826.3% | -797.6% | +27.6% |
| All | +96.1% | +187.1% | -91.0% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling