+69.9%
CCJ vs EMB
+29.1%
+40.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -7.3% | -0.1% | -7.2% | -7.1% |
| 30D | -20.0% | +1.3% | -21.3% | -22.0% |
| 3M | -23.8% | -2.2% | -21.6% | -19.8% |
| 6M | -42.4% | -2.3% | -40.0% | -38.9% |
| YTD | -22.1% | -0.6% | -21.4% | -19.5% |
| 1Y | -20.8% | +0.5% | -21.3% | -19.5% |
| All | +69.9% | +29.1% | +40.7% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling