+263.6%
EMR vs CHD
+125.6%
+138.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | -1.2% | -4.7% | +3.5% | -0.3% |
| 30D | -9.4% | -8.3% | -1.1% | -8.0% |
| 3M | +8.6% | -4.0% | +12.6% | +9.3% |
| 6M | +6.7% | -6.5% | +13.2% | +7.8% |
| YTD | +13.1% | +13.1% | 0.0% | +10.2% |
| 1Y | +12.7% | +2.3% | +10.4% | +11.8% |
| 3Y | +58.1% | +1.8% | +56.3% | +55.2% |
| 5Y | +63.6% | +20.6% | +43.1% | +52.6% |
| All | +263.6% | +125.6% | +138.0% | +196.7% |
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