+64.8%
EFA vs CCJ
+162.5%
-97.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.1% |
| 7D | -1.5% | -4.0% | +2.5% | -1.0% |
| 30D | -1.7% | -2.4% | +0.7% | -1.4% |
| 3M | +3.5% | -2.3% | +5.8% | +3.5% |
| 6M | +9.5% | -16.2% | +25.7% | +11.3% |
| YTD | +12.9% | +5.7% | +7.2% | +11.3% |
| 1Y | +18.2% | +21.3% | -3.1% | +13.8% |
| 3Y | +64.8% | +159.4% | -94.6% | +38.1% |
| All | +64.8% | +162.5% | -97.7% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling