+29.7%
EMB vs CHD
+125.6%
-95.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -1.1% | -4.7% | +3.6% | -0.7% |
| 30D | -1.1% | -8.3% | +7.3% | -0.4% |
| 3M | -0.8% | -4.0% | +3.3% | -0.5% |
| 6M | -0.1% | -6.5% | +6.5% | +0.4% |
| YTD | +0.4% | +13.1% | -12.6% | -0.7% |
| 1Y | +3.3% | +2.3% | +1.0% | +2.9% |
| 3Y | +29.0% | +1.8% | +27.2% | +28.1% |
| 5Y | +6.3% | +20.6% | -14.2% | +3.3% |
| All | +29.7% | +125.6% | -95.9% | +18.2% |
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 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