+43.6%
EWZ vs CCJ
+808.7%
-765.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.7% | -0.3% |
| 7D | -1.5% | -7.3% | +5.8% | +0.1% |
| 30D | -24.5% | -20.0% | -4.6% | -21.0% |
| 3M | -10.7% | -23.8% | +13.1% | -5.7% |
| 6M | -19.1% | -42.4% | +23.3% | -9.7% |
| YTD | +1.6% | -22.1% | +23.7% | +5.6% |
| 1Y | +4.3% | -20.8% | +25.1% | +7.8% |
| 3Y | +19.0% | +75.7% | -56.8% | -2.8% |
| 5Y | +57.7% | +167.4% | -109.8% | +10.9% |
| All | +43.6% | +808.7% | -765.1% | -28.9% |
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