+550.5%
EME vs CHD
+19.7%
+530.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | +0.9% | -4.7% | +5.7% | +0.9% |
| 30D | -8.4% | -8.3% | -0.1% | -8.5% |
| 3M | -3.6% | -4.0% | +0.4% | -3.7% |
| 6M | +3.6% | -6.5% | +10.1% | +3.6% |
| YTD | +22.5% | +13.1% | +9.4% | +21.1% |
| 1Y | +18.2% | +2.3% | +15.9% | +17.6% |
| 3Y | +238.4% | +1.8% | +236.6% | +227.9% |
| 5Y | +550.5% | +20.6% | +530.0% | +499.5% |
| All | +550.5% | +19.7% | +530.9% | +499.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling