+215.7%
IEFA vs CCJ
+529.3%
-313.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | +1.2% | +5.9% | -4.8% | +0.2% |
| 30D | -0.6% | +4.7% | -5.3% | -1.4% |
| 3M | +6.2% | -3.3% | +9.5% | +6.4% |
| 6M | +11.2% | -7.0% | +18.2% | +11.6% |
| YTD | +14.2% | +11.5% | +2.7% | +10.8% |
| 1Y | +20.0% | +32.3% | -12.3% | +12.1% |
| 3Y | +68.8% | +176.8% | -108.1% | +34.7% |
| 5Y | +52.7% | +351.8% | -299.1% | +8.0% |
| 10Y | +144.2% | +1,080.5% | -936.3% | +32.5% |
| All | +215.7% | +529.3% | -313.6% | +86.0% |
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