+50.1%
EFA vs CCJ
+159.0%
-108.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.4% |
| 7D | +2.2% | -0.8% | +3.0% | +2.3% |
| 30D | +1.4% | -13.2% | +14.6% | +3.5% |
| 3M | -4.2% | -27.6% | +23.5% | +0.5% |
| 6M | +1.9% | -38.7% | +40.6% | +9.2% |
| YTD | +10.2% | -22.7% | +32.9% | +13.2% |
| 1Y | +12.8% | -17.6% | +30.4% | +14.6% |
| 3Y | +65.2% | +62.7% | +2.5% | +43.5% |
| All | +50.1% | +159.0% | -108.9% | +16.4% |
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