+746.2%
EEM vs CCJ
+2,576.5%
-1,830.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | +2.7% | -0.8% | +3.5% | +2.9% |
| 30D | -5.4% | -13.2% | +7.8% | -1.2% |
| 3M | -8.6% | -27.6% | +19.0% | +0.6% |
| 6M | -8.9% | -38.7% | +29.8% | +5.3% |
| YTD | +11.9% | -22.7% | +34.6% | +18.5% |
| 1Y | +13.1% | -17.6% | +30.7% | +16.9% |
| 3Y | +70.7% | +62.7% | +8.0% | +30.5% |
| 5Y | +31.8% | +159.7% | -128.0% | -20.9% |
| 10Y | +119.5% | +769.3% | -649.8% | -32.9% |
| All | +746.2% | +2,576.5% | -1,830.3% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling