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To set the scene, consider the linear system with multiple right hand sides of the form: \\(AX=B,\\, A\\in \\mathbb R^{n\\times s},\\, B\\in R^{n\\times n}\\) where \\(A\\) is large and sparse and \\(s<<n\\). It is well known that the block conjugate gradient method is a representative iterative solver for such a system. \\medskip\\N\\NVariable preconditioning, is a versatile approach for improving the convergence of iterative solvers in which preconditioners, which are typically different, can be applied to each iteration when solving the system. However, the convergence properties are often obscure when variable preconditioning is used. In this paper, the authors provide a simple analysis of the error norm behavior of the method with variable preconditioning. 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