+4.3%
EWZ vs CCJ
-24.3%
+28.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.7% | -0.4% |
| 7D | -1.5% | -7.3% | +5.8% | +0.4% |
| 30D | -24.5% | -20.0% | -4.6% | -20.2% |
| 3M | -10.7% | -23.8% | +13.1% | -4.6% |
| 6M | -19.1% | -42.4% | +23.3% | -7.0% |
| YTD | +1.6% | -22.1% | +23.7% | +7.4% |
| 1Y | +4.3% | -20.8% | +25.1% | +9.3% |
| All | +4.3% | -24.3% | +28.6% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling