+67.8%
EMR vs CHD
+21.0%
+46.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.2% |
| 7D | +3.1% | -2.9% | +6.0% | +3.5% |
| 30D | -3.5% | -6.2% | +2.7% | -2.8% |
| 3M | +9.8% | +1.6% | +8.2% | +9.5% |
| 6M | +10.8% | -3.5% | +14.3% | +11.1% |
| YTD | +15.9% | +16.2% | -0.3% | +13.7% |
| 1Y | +16.4% | +3.4% | +13.0% | +15.6% |
| 3Y | +62.1% | +4.6% | +57.5% | +59.4% |
| All | +67.8% | +21.0% | +46.8% | +54.1% |
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 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