+432.5%
EWZ vs CCJ
+6,443.1%
-6,010.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +6.5% | +0.7% | +5.8% | +6.1% |
| 30D | +4.8% | +6.9% | -2.0% | +2.0% |
| 3M | +9.9% | -11.6% | +21.5% | +13.7% |
| 6M | +1.9% | -16.2% | +18.2% | +6.4% |
| YTD | +20.3% | +10.1% | +10.2% | +12.7% |
| 1Y | +35.6% | +32.3% | +3.3% | +15.6% |
| 3Y | +43.4% | +171.3% | -127.9% | -14.9% |
| 5Y | +55.9% | +372.4% | -316.4% | -33.9% |
| 10Y | +84.2% | +1,070.0% | -985.9% | -57.2% |
| All | +432.5% | +6,443.1% | -6,010.6% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling