+1,082.1%
CCJ vs EME
+24,794.4%
-23,712.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.3% |
| 7D | -0.8% | +8.4% | -9.2% | -3.8% |
| 30D | -13.2% | -11.5% | -1.7% | -9.2% |
| 3M | -27.6% | -20.6% | -7.0% | -21.2% |
| 6M | -38.7% | -28.5% | -10.2% | -30.9% |
| YTD | -22.7% | +8.0% | -30.7% | -25.5% |
| 1Y | -17.6% | +6.8% | -24.3% | -20.1% |
| 3Y | +62.7% | +213.9% | -151.2% | +3.6% |
| 5Y | +159.7% | +414.8% | -255.1% | +36.5% |
| 10Y | +769.3% | +916.9% | -147.6% | +235.4% |
| All | +1,082.1% | +24,794.4% | -23,712.3% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling