+441.9%
CARR vs EMB
+50.0%
+391.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -8.7% | -0.3% | -8.4% | -8.3% |
| 3M | -12.6% | -0.4% | -12.2% | -11.9% |
| 6M | -1.5% | +0.1% | -1.7% | -1.2% |
| YTD | +14.3% | +1.6% | +12.7% | +12.5% |
| 1Y | -4.6% | +5.6% | -10.2% | -10.9% |
| 3Y | +7.3% | +29.8% | -22.5% | -23.6% |
| 5Y | +11.6% | +7.3% | +4.4% | +5.7% |
| All | +441.9% | +50.0% | +391.9% | +218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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