+200.3%
FXI vs CCJ
+537.6%
-337.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.3% |
| 7D | -4.2% | +5.0% | -9.2% | -5.7% |
| 30D | -2.0% | -16.7% | +14.7% | +2.9% |
| 3M | -5.0% | -27.5% | +22.5% | +3.5% |
| 6M | -9.6% | -38.6% | +29.0% | +2.5% |
| YTD | -11.9% | -21.5% | +9.6% | -8.8% |
| 1Y | -16.7% | -22.3% | +5.7% | -13.8% |
| 3Y | +40.6% | +69.9% | -29.3% | +5.2% |
| 5Y | -9.1% | +163.6% | -172.7% | -45.6% |
| 10Y | +18.4% | +782.3% | -763.8% | -63.4% |
| All | +200.3% | +537.6% | -337.3% | +1.0% |
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