+15.0%
EEM vs CHTR
-46.1%
+61.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +1.2% |
| 7D | -3.0% | +14.1% | -17.1% | -2.1% |
| 30D | -10.3% | +11.6% | -21.9% | -9.6% |
| 3M | -6.6% | -21.4% | +14.8% | -7.5% |
| 6M | -3.4% | -27.3% | +23.9% | -3.8% |
| YTD | +13.2% | -42.4% | +55.6% | +12.5% |
| 1Y | +15.0% | -45.6% | +60.6% | +14.2% |
| All | +15.0% | -46.1% | +61.1% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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