-6.4%
CARR vs EMR
+15.3%
-21.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.1% | -0.1% |
| 7D | -3.8% | -0.4% | -3.4% | -3.5% |
| 30D | -8.9% | -6.8% | -2.1% | -5.0% |
| 3M | -17.3% | +7.5% | -24.8% | -21.2% |
| 6M | -1.4% | +9.9% | -11.2% | -7.5% |
| YTD | +10.0% | +16.0% | -6.0% | -0.6% |
| 1Y | -6.4% | +12.4% | -18.8% | -15.8% |
| All | -6.4% | +15.3% | -21.7% | -15.8% |
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