+120.3%
EEM vs CHTR
+301.6%
-181.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.0% | -7.1% | -3.1% |
| 7D | -0.7% | -7.1% | +6.5% | +0.6% |
| 30D | +2.4% | -10.9% | +13.3% | +4.2% |
| 3M | +4.2% | +2.0% | +2.1% | +2.5% |
| 6M | +14.8% | -35.9% | +50.7% | +22.3% |
| YTD | +23.1% | -32.7% | +55.8% | +29.1% |
| 1Y | +32.5% | -46.6% | +79.1% | +46.3% |
| 3Y | +85.9% | -66.7% | +152.6% | +121.2% |
| 5Y | +43.6% | -82.1% | +125.7% | +99.6% |
| 10Y | +127.2% | -46.8% | +174.0% | +118.8% |
| All | +120.3% | +301.6% | -181.3% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling