+85.9%
EEM vs CHD
+0.7%
+85.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.3% |
| 7D | -1.3% | -4.5% | +3.2% | -1.6% |
| 30D | +2.1% | -6.7% | +8.8% | +1.5% |
| 3M | +1.0% | -2.7% | +3.7% | +0.9% |
| 6M | +15.9% | -4.9% | +20.9% | +15.7% |
| YTD | +24.6% | +13.3% | +11.3% | +25.5% |
| 1Y | +32.3% | +1.0% | +31.3% | +32.7% |
| 3Y | +85.9% | +1.3% | +84.6% | +84.5% |
| All | +85.9% | +0.7% | +85.2% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling