+53.7%
EFA vs CCJ
+339.7%
-286.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -0.5% | +4.2% | -4.6% | -1.1% |
| 30D | -1.3% | +3.2% | -4.5% | -1.9% |
| 3M | +5.2% | -1.8% | +7.0% | +5.1% |
| 6M | +9.4% | -13.5% | +22.9% | +10.9% |
| YTD | +12.7% | +9.7% | +3.0% | +10.0% |
| 1Y | +19.3% | +30.0% | -10.7% | +12.4% |
| 3Y | +66.3% | +172.6% | -106.3% | +34.1% |
| All | +53.7% | +339.7% | -286.0% | +12.5% |
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