-6.4%
CARR vs EME
+21.8%
-28.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | -0.1% |
| 7D | -3.8% | +3.5% | -7.3% | -5.0% |
| 30D | -8.9% | -6.3% | -2.6% | -6.9% |
| 3M | -17.3% | -3.8% | -13.6% | -16.3% |
| 6M | -1.4% | +8.5% | -9.9% | -3.0% |
| YTD | +10.0% | +27.8% | -17.8% | +3.3% |
| 1Y | -6.4% | +22.2% | -28.6% | -13.0% |
| All | -6.4% | +21.8% | -28.2% | -13.0% |
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