+1,602.7%
EMR vs CCJ
+1,583.6%
+19.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.5% | +0.7% | -2.3% | -1.7% |
| 30D | -5.6% | +6.9% | -12.5% | -7.2% |
| 3M | +7.9% | -11.6% | +19.6% | +10.7% |
| 6M | +6.0% | -16.2% | +22.2% | +9.6% |
| YTD | +16.4% | +10.1% | +6.3% | +12.2% |
| 1Y | +16.6% | +32.3% | -15.7% | +6.1% |
| 3Y | +62.9% | +171.3% | -108.4% | +19.5% |
| 5Y | +60.1% | +372.4% | -312.3% | -2.9% |
| 10Y | +268.7% | +1,070.0% | -801.3% | +61.3% |
| All | +1,602.7% | +1,583.6% | +19.0% | +630.6% |
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