+226.4%
EWY vs CCJ
+172.7%
+53.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | +6.7% | +4.2% | +2.5% | +5.3% |
| 30D | +17.0% | +3.2% | +13.8% | +15.7% |
| 3M | +3.7% | -1.8% | +5.5% | +4.0% |
| 6M | +42.5% | -13.5% | +56.0% | +47.4% |
| YTD | +96.2% | +9.7% | +86.5% | +95.2% |
| 1Y | +160.4% | +30.0% | +130.4% | +148.9% |
| All | +226.4% | +172.7% | +53.8% | +171.6% |
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