-4.6%
CARR vs EMR
+19.4%
-24.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | 0.0% |
| 7D | +1.6% | -1.5% | +3.1% | +2.5% |
| 30D | -8.7% | -5.6% | -3.1% | -5.6% |
| 3M | -12.6% | +7.9% | -20.5% | -16.8% |
| 6M | -1.5% | +6.0% | -7.6% | -6.2% |
| YTD | +14.3% | +16.4% | -2.1% | +3.4% |
| 1Y | -4.6% | +16.6% | -21.2% | -14.6% |
| All | -4.6% | +19.4% | -24.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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