+421.5%
CARR vs EME
+1,547.5%
-1,126.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | -0.6% |
| 7D | -3.8% | +3.5% | -7.3% | -5.4% |
| 30D | -8.9% | -6.3% | -2.6% | -6.2% |
| 3M | -17.3% | -3.8% | -13.6% | -16.7% |
| 6M | -1.4% | +8.5% | -9.9% | -6.3% |
| YTD | +10.0% | +27.8% | -17.8% | -4.4% |
| 1Y | -6.4% | +22.2% | -28.6% | -18.4% |
| 3Y | +1.5% | +253.5% | -251.9% | -53.7% |
| 5Y | +9.3% | +578.6% | -569.3% | -66.1% |
| All | +421.5% | +1,547.5% | -1,126.0% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling