+448.6%
EMR vs CHTR
+316.4%
+132.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.5% |
| 7D | +3.1% | -0.3% | +3.4% | +3.0% |
| 30D | -3.5% | -4.5% | +0.9% | -2.8% |
| 3M | +9.8% | +10.2% | -0.5% | +6.0% |
| 6M | +10.8% | -37.2% | +48.0% | +20.8% |
| YTD | +15.9% | -30.2% | +46.1% | +22.6% |
| 1Y | +16.4% | -44.8% | +61.2% | +30.5% |
| 3Y | +62.1% | -65.5% | +127.6% | +98.7% |
| 5Y | +62.9% | -81.8% | +144.7% | +134.2% |
| 10Y | +267.8% | -45.8% | +313.5% | +274.0% |
| All | +448.6% | +316.4% | +132.2% | +175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling