+3,912.1%
EMR vs CHD
+10,220.8%
-6,308.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -1.5% | -2.7% | +1.2% | -0.9% |
| 30D | -5.6% | -4.6% | -1.0% | -4.6% |
| 3M | +7.9% | +5.0% | +2.9% | +6.4% |
| 6M | +6.0% | -3.2% | +9.2% | +6.6% |
| YTD | +16.4% | +18.6% | -2.2% | +11.4% |
| 1Y | +16.6% | +4.8% | +11.8% | +14.6% |
| 3Y | +62.9% | +6.1% | +56.7% | +57.8% |
| 5Y | +60.1% | +24.0% | +36.1% | +47.8% |
| 10Y | +268.7% | +124.5% | +144.3% | +186.5% |
| All | +3,912.1% | +10,220.8% | -6,308.8% | +1,495.6% |
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