+221.8%
FXI vs CCJ
+794.8%
-573.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +1.0% | +0.7% | +0.3% | +0.8% |
| 30D | -0.6% | +6.9% | -7.4% | -2.8% |
| 3M | +1.9% | -11.6% | +13.6% | +4.6% |
| 6M | -0.2% | -16.2% | +16.1% | +3.2% |
| YTD | -5.6% | +10.1% | -15.7% | -10.9% |
| 1Y | -4.7% | +32.3% | -36.9% | -16.9% |
| 3Y | +38.0% | +171.3% | -133.3% | -10.4% |
| 5Y | -2.7% | +372.4% | -375.1% | -52.0% |
| 10Y | +19.9% | +1,070.0% | -1,050.1% | -65.7% |
| All | +221.8% | +794.8% | -573.0% | -1.3% |
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 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