+21.3%
CCJ vs EME
+21.8%
-0.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -2.9% |
| 7D | -4.0% | +3.5% | -7.5% | -5.7% |
| 30D | -2.4% | -6.3% | +4.0% | +0.7% |
| 3M | -2.3% | -3.8% | +1.4% | -1.1% |
| 6M | -16.2% | +8.5% | -24.7% | -20.0% |
| YTD | +5.7% | +27.8% | -22.1% | -5.5% |
| 1Y | +21.3% | +22.2% | -1.0% | +5.1% |
| All | +21.3% | +21.8% | -0.6% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling