+1,236.8%
EWY vs CCJ
+6,171.4%
-4,934.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +4.8% | +0.7% | +4.1% | +4.6% |
| 30D | +11.7% | +6.9% | +4.8% | +9.4% |
| 3M | -7.4% | -11.6% | +4.2% | -3.5% |
| 6M | +40.6% | -16.2% | +56.8% | +48.4% |
| YTD | +94.3% | +10.1% | +84.2% | +89.4% |
| 1Y | +164.3% | +32.3% | +132.0% | +140.2% |
| 3Y | +221.0% | +171.3% | +49.7% | +124.6% |
| 5Y | +139.1% | +372.4% | -233.3% | +31.8% |
| 10Y | +298.8% | +1,070.0% | -771.2% | +41.4% |
| All | +1,236.8% | +6,171.4% | -4,934.6% | +320.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling