+55.0%
EWZ vs CCJ
+369.1%
-314.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.5% |
| 3M | +9.9% | -11.6% | +21.5% | +11.7% |
| 6M | +1.9% | -16.2% | +18.2% | +4.1% |
| YTD | +20.3% | +10.1% | +10.2% | +17.6% |
| 1Y | +35.6% | +32.3% | +3.3% | +27.6% |
| 3Y | +43.4% | +171.3% | -127.9% | +15.3% |
| All | +55.0% | +369.1% | -314.1% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling