+30.0%
CCJ vs EMB
+4.6%
+25.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -0.7% |
| 7D | +4.2% | 0.0% | +4.2% | +4.1% |
| 30D | +3.2% | -0.3% | +3.5% | +4.4% |
| 3M | -1.8% | -0.3% | -1.5% | -0.1% |
| 6M | -13.5% | +0.7% | -14.3% | -14.0% |
| YTD | +9.7% | +1.3% | +8.5% | +7.5% |
| 1Y | +30.0% | +4.7% | +25.3% | +14.1% |
| All | +30.0% | +4.6% | +25.4% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling