+65.2%
EMR vs CHTR
-82.3%
+147.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.0% | -6.3% | -2.1% |
| 7D | -1.2% | -7.1% | +5.9% | -0.1% |
| 30D | -9.4% | -10.9% | +1.4% | -8.0% |
| 3M | +8.6% | +2.0% | +6.6% | +7.3% |
| 6M | +6.7% | -35.9% | +42.6% | +13.4% |
| YTD | +13.1% | -32.7% | +45.7% | +18.8% |
| 1Y | +12.7% | -46.6% | +59.3% | +23.9% |
| 3Y | +58.1% | -66.7% | +124.8% | +88.1% |
| All | +65.2% | -82.3% | +147.5% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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