-1.8%
CARR vs EME
-3.1%
+1.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.6% | +10.2% | +3.7% |
| 7D | -0.7% | -5.8% | +5.1% | +1.0% |
| 30D | +0.3% | -17.9% | +18.2% | +6.9% |
| 3M | -14.9% | -22.0% | +7.1% | -7.7% |
| 6M | -14.9% | -29.7% | +14.8% | -3.2% |
| YTD | +7.0% | +4.7% | +2.3% | +7.8% |
| 1Y | -1.8% | -2.1% | +0.4% | +0.1% |
| All | -1.8% | -3.1% | +1.3% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling