-21.1%
CCJ vs EMB
+0.2%
-21.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -0.9% |
| 7D | +0.4% | +0.5% | -0.1% | -1.5% |
| 30D | -17.2% | +0.9% | -18.1% | -20.0% |
| 3M | -25.1% | -2.1% | -23.0% | -17.6% |
| 6M | -37.6% | -2.2% | -35.4% | -30.3% |
| YTD | -20.4% | -0.6% | -19.7% | -15.7% |
| All | -21.1% | +0.2% | -21.3% | -19.3% |
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 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