+62,321.4%
EME vs CHD
+9,826.1%
+52,495.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.6% | +3.0% |
| 7D | +5.2% | -2.9% | +8.1% | +5.9% |
| 30D | -5.4% | -6.2% | +0.9% | -4.0% |
| 3M | -6.1% | +1.6% | -7.7% | -7.0% |
| 6M | +9.7% | -3.5% | +13.2% | +9.8% |
| YTD | +26.6% | +16.2% | +10.4% | +20.7% |
| 1Y | +24.6% | +3.4% | +21.2% | +22.0% |
| 3Y | +249.6% | +4.6% | +245.0% | +235.0% |
| 5Y | +556.6% | +21.1% | +535.4% | +499.0% |
| 10Y | +1,286.6% | +126.5% | +1,160.1% | +924.8% |
| All | +62,321.4% | +9,826.1% | +52,495.4% | +22,787.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling