+303.5%
EWY vs CCJ
+1,065.5%
-762.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.4% |
| 7D | -0.1% | -4.0% | +4.0% | +0.9% |
| 30D | +7.3% | -2.4% | +9.7% | +7.8% |
| 3M | -5.1% | -2.3% | -2.8% | -4.5% |
| 6M | +42.1% | -16.2% | +58.3% | +47.9% |
| YTD | +94.1% | +5.7% | +88.4% | +93.4% |
| 1Y | +147.8% | +21.3% | +126.6% | +137.9% |
| 3Y | +222.9% | +159.4% | +63.5% | +159.4% |
| 5Y | +150.6% | +300.7% | -150.0% | +78.0% |
| All | +303.5% | +1,065.5% | -762.0% | +130.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling