+1,604.2%
CCJ vs EME
+29,075.2%
-27,471.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.2% |
| 7D | +5.9% | +5.2% | +0.8% | +3.9% |
| 30D | +4.7% | -5.4% | +10.1% | +6.8% |
| 3M | -3.3% | -6.1% | +2.8% | -1.8% |
| 6M | -7.0% | +9.7% | -16.7% | -10.9% |
| YTD | +11.5% | +26.6% | -15.1% | +1.2% |
| 1Y | +32.3% | +24.6% | +7.6% | +19.8% |
| 3Y | +176.8% | +249.6% | -72.8% | +68.8% |
| 5Y | +351.8% | +556.6% | -204.8% | +116.5% |
| 10Y | +1,080.5% | +1,286.6% | -206.1% | +305.4% |
| All | +1,604.2% | +29,075.2% | -27,471.0% | +253.2% |
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 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