+62.4%
EWY vs CCJ
-26.2%
+88.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.2% |
| 7D | -8.3% | -14.5% | +6.2% | +0.7% |
| 30D | -20.5% | -18.1% | -2.5% | -10.8% |
| 3M | -11.1% | -23.0% | +11.9% | +3.3% |
| 6M | -7.0% | -39.4% | +32.4% | +22.3% |
| YTD | +56.5% | -21.7% | +78.1% | +89.3% |
| 1Y | +62.4% | -25.9% | +88.3% | +98.5% |
| All | +62.4% | -26.2% | +88.6% | +98.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling