+90.2%
EMR vs CCJ
+159.0%
-68.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +2.8% | -0.8% | +3.6% | +3.0% |
| 30D | +3.7% | -13.2% | +16.8% | +6.8% |
| 3M | +2.0% | -27.6% | +29.7% | +9.0% |
| 6M | +22.1% | -38.7% | +60.8% | +34.7% |
| YTD | +27.2% | -22.7% | +49.9% | +32.8% |
| 1Y | +32.0% | -17.6% | +49.6% | +35.9% |
| 3Y | +103.3% | +62.7% | +40.6% | +72.3% |
| All | +90.2% | +159.0% | -68.7% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling