+128.5%
EEM vs CHTR
-44.7%
+173.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.5% | +0.7% |
| 7D | -1.3% | -4.1% | +2.8% | -0.7% |
| 30D | +2.1% | -3.0% | +5.0% | +2.2% |
| 3M | +1.0% | +4.8% | -3.7% | -0.6% |
| 6M | +15.9% | -35.0% | +50.9% | +22.0% |
| YTD | +24.6% | -30.2% | +54.8% | +28.9% |
| 1Y | +32.3% | -44.8% | +77.0% | +42.9% |
| 3Y | +85.9% | -66.6% | +152.5% | +116.8% |
| 5Y | +45.4% | -81.5% | +126.8% | +96.7% |
| All | +128.5% | -44.7% | +173.3% | +126.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling