+141.0%
CCJ vs EMB
+127.1%
+13.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -7.3% | -0.1% | -7.2% | -7.2% |
| 30D | -20.0% | +1.3% | -21.3% | -21.0% |
| 3M | -23.8% | -2.2% | -21.6% | -21.8% |
| 6M | -42.4% | -2.3% | -40.0% | -40.6% |
| YTD | -22.1% | -0.6% | -21.4% | -20.7% |
| 1Y | -20.8% | +0.5% | -21.3% | -20.3% |
| 3Y | +75.7% | +29.4% | +46.3% | +38.9% |
| 5Y | +167.4% | +6.5% | +161.0% | +155.2% |
| 10Y | +826.3% | +29.8% | +796.6% | +647.9% |
| All | +141.0% | +127.1% | +13.9% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling