+36.2%
EMB vs CHD
+196.1%
-159.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -0.9% | +3.6% | -4.5% | -1.2% |
| 30D | +0.4% | +10.4% | -10.1% | -0.4% |
| 3M | -3.1% | +12.2% | -15.3% | -4.0% |
| 6M | -2.1% | +19.9% | -22.0% | -3.5% |
| YTD | -1.1% | +36.4% | -37.5% | -3.6% |
| 1Y | -0.1% | +35.1% | -35.2% | -2.5% |
| 3Y | +29.6% | +29.2% | +0.4% | +26.3% |
| 5Y | +7.2% | +33.4% | -26.2% | +3.5% |
| All | +36.2% | +196.1% | -159.9% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling