+351.8%
CCJ vs EMB
+7.3%
+344.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.4% |
| 7D | +5.9% | +0.3% | +5.6% | +5.5% |
| 30D | +4.7% | -0.5% | +5.2% | +5.5% |
| 3M | -3.3% | +0.3% | -3.6% | -3.4% |
| 6M | -7.0% | +1.2% | -8.2% | -7.6% |
| YTD | +11.5% | +1.5% | +10.0% | +10.5% |
| 1Y | +32.3% | +4.8% | +27.5% | +26.5% |
| 3Y | +176.8% | +30.4% | +146.5% | +111.7% |
| 5Y | +351.8% | +7.3% | +344.5% | +329.7% |
| All | +351.8% | +7.3% | +344.5% | +329.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling