+81.2%
EWZ vs CCJ
+1,044.2%
-963.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.5% | +0.7% | +5.8% | +6.3% |
| 30D | +4.8% | +6.9% | -2.0% | +3.2% |
| 3M | +9.9% | -11.6% | +21.5% | +12.2% |
| 6M | +1.9% | -16.2% | +18.2% | +4.8% |
| YTD | +20.3% | +10.1% | +10.2% | +16.3% |
| 1Y | +35.6% | +32.3% | +3.3% | +24.3% |
| 3Y | +43.4% | +171.3% | -127.9% | +6.6% |
| 5Y | +55.9% | +372.4% | -316.4% | -4.6% |
| All | +81.2% | +1,044.2% | -963.0% | -9.3% |
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