+43.6%
EEM vs CHD
+19.7%
+23.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -2.2% |
| 7D | -0.7% | -4.7% | +4.0% | -0.7% |
| 30D | +2.4% | -8.3% | +10.7% | +2.3% |
| 3M | +4.2% | -4.0% | +8.2% | +4.1% |
| 6M | +14.8% | -6.5% | +21.3% | +14.8% |
| YTD | +23.1% | +13.1% | +10.0% | +22.7% |
| 1Y | +32.5% | +2.3% | +30.2% | +32.5% |
| 3Y | +85.9% | +1.8% | +84.1% | +85.2% |
| 5Y | +43.6% | +20.6% | +23.0% | +45.2% |
| All | +43.6% | +19.7% | +23.9% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling