+58.3%
EMR vs CHD
+1.8%
+56.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | +0.9% | -4.2% | +5.1% | +1.2% |
| 30D | -5.0% | -7.6% | +2.6% | -4.6% |
| 3M | +5.9% | -1.6% | +7.5% | +6.1% |
| 6M | +7.3% | -6.3% | +13.6% | +7.5% |
| YTD | +14.6% | +14.6% | 0.0% | +14.4% |
| 1Y | +15.6% | +1.6% | +14.0% | +15.3% |
| All | +58.3% | +1.8% | +56.5% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling