+36.8%
FXI vs CCJ
+172.7%
-135.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.1% |
| 7D | -2.8% | +4.2% | -7.0% | -3.3% |
| 30D | -5.3% | +3.2% | -8.5% | -5.8% |
| 3M | +0.3% | -1.8% | +2.2% | +0.3% |
| 6M | -4.6% | -13.5% | +9.0% | -3.3% |
| YTD | -9.1% | +9.7% | -18.8% | -10.9% |
| 1Y | -12.0% | +30.0% | -42.0% | -16.5% |
| All | +36.8% | +172.7% | -135.9% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling