+50.3%
EWZ vs CCJ
+859.4%
-809.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +0.7% |
| 7D | +1.4% | +2.7% | -1.3% | +0.8% |
| 30D | -25.1% | -14.4% | -10.7% | -22.7% |
| 3M | -7.7% | -22.6% | +14.9% | -2.9% |
| 6M | -15.8% | -35.4% | +19.6% | -8.4% |
| YTD | +3.6% | -17.6% | +21.2% | +6.3% |
| 1Y | +5.5% | -18.1% | +23.6% | +8.2% |
| 3Y | +22.1% | +79.6% | -57.5% | -0.6% |
| 5Y | +58.3% | +175.3% | -116.9% | +10.8% |
| 10Y | +50.3% | +844.8% | -794.5% | -27.2% |
| All | +50.3% | +859.4% | -809.2% | -27.2% |
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