+1,056.5%
CCJ vs EME
+1,362.1%
-305.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -2.7% |
| 7D | -4.0% | +3.5% | -7.5% | -5.6% |
| 30D | -2.4% | -6.3% | +4.0% | +0.3% |
| 3M | -2.3% | -3.8% | +1.4% | -1.8% |
| 6M | -16.2% | +8.5% | -24.7% | -20.0% |
| YTD | +5.7% | +27.8% | -22.1% | -6.0% |
| 1Y | +21.3% | +22.2% | -1.0% | +8.7% |
| 3Y | +159.4% | +253.5% | -94.1% | +49.5% |
| 5Y | +300.7% | +578.6% | -278.0% | +76.0% |
| All | +1,056.5% | +1,362.1% | -305.7% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling