+14.7%
FXI vs CCJ
+1,065.5%
-1,050.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -3.9% | -4.0% | +0.2% | -3.3% |
| 30D | -2.1% | -2.4% | +0.3% | -1.9% |
| 3M | -0.5% | -2.3% | +1.9% | -0.5% |
| 6M | -4.5% | -16.2% | +11.7% | -2.7% |
| YTD | -9.2% | +5.7% | -14.9% | -11.1% |
| 1Y | -13.8% | +21.3% | -35.0% | -18.2% |
| 3Y | +36.6% | +159.4% | -122.8% | +10.9% |
| 5Y | -6.7% | +300.7% | -307.3% | -31.8% |
| All | +14.7% | +1,065.5% | -1,050.8% | -29.2% |
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