+15.0%
EEM vs CHD
+30.9%
-15.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.8% | +1.4% |
| 7D | -3.0% | +6.9% | -9.9% | -1.7% |
| 30D | -10.3% | +17.1% | -27.5% | -7.7% |
| 3M | -6.6% | +9.1% | -15.7% | -5.0% |
| 6M | -3.4% | +21.4% | -24.7% | -0.5% |
| YTD | +13.2% | +34.9% | -21.7% | +19.7% |
| 1Y | +15.0% | +31.0% | -16.0% | +20.9% |
| All | +15.0% | +30.9% | -15.9% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling