+1,099.7%
CCJ vs EMB
+29.7%
+1,070.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.3% |
| 7D | +4.2% | 0.0% | +4.2% | +4.2% |
| 30D | +3.2% | -0.3% | +3.5% | +3.6% |
| 3M | -1.8% | -0.3% | -1.5% | -1.2% |
| 6M | -13.5% | +0.7% | -14.3% | -13.6% |
| YTD | +9.7% | +1.3% | +8.5% | +9.1% |
| 1Y | +30.0% | +4.7% | +25.3% | +24.5% |
| 3Y | +172.6% | +30.1% | +142.5% | +105.0% |
| 5Y | +342.9% | +6.9% | +336.1% | +320.9% |
| 10Y | +1,099.7% | +30.7% | +1,069.0% | +858.3% |
| All | +1,099.7% | +29.7% | +1,070.0% | +858.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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