+40.5%
EEM vs CCJ
+31.2%
+9.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.3% | +0.7% | +1.6% | +2.1% |
| 30D | +4.5% | +6.9% | -2.3% | +2.8% |
| 3M | -0.1% | -11.6% | +11.6% | +1.8% |
| 6M | +16.9% | -16.2% | +33.2% | +19.2% |
| YTD | +26.2% | +10.1% | +16.1% | +26.1% |
| 1Y | +40.5% | +32.3% | +8.2% | +40.1% |
| All | +40.5% | +31.2% | +9.3% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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