+277.4%
EMR vs CCJ
+1,078.9%
-801.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | +0.9% | +4.2% | -3.3% | 0.0% |
| 30D | -5.0% | +3.2% | -8.1% | -5.7% |
| 3M | +5.9% | -1.8% | +7.7% | +6.0% |
| 6M | +7.3% | -13.5% | +20.9% | +9.9% |
| YTD | +14.6% | +9.7% | +4.8% | +10.9% |
| 1Y | +15.6% | +30.0% | -14.4% | +6.7% |
| 3Y | +60.2% | +172.6% | -112.4% | +20.8% |
| 5Y | +65.8% | +342.9% | -277.1% | +6.7% |
| 10Y | +277.4% | +1,099.7% | -822.4% | +80.7% |
| All | +277.4% | +1,078.9% | -801.5% | +80.7% |
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