+125.7%
EEM vs CCJ
+1,074.4%
-948.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.6% |
| 7D | -0.7% | -3.2% | +2.5% | -0.1% |
| 30D | +2.4% | -1.3% | +3.7% | +2.5% |
| 3M | +4.2% | +2.5% | +1.6% | +3.5% |
| 6M | +14.8% | -18.9% | +33.6% | +18.3% |
| YTD | +23.1% | +6.5% | +16.6% | +21.0% |
| 1Y | +32.5% | +22.8% | +9.7% | +25.9% |
| 3Y | +85.9% | +164.5% | -78.6% | +50.1% |
| 5Y | +43.6% | +303.7% | -260.2% | +3.7% |
| All | +125.7% | +1,074.4% | -948.7% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling