+0.1%
CARR vs EMR
+58.0%
-57.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.4% |
| 7D | -4.1% | -1.2% | -2.9% | -3.4% |
| 30D | -11.0% | -9.4% | -1.5% | -5.4% |
| 3M | -16.4% | +8.6% | -24.9% | -20.8% |
| 6M | -2.4% | +6.7% | -9.1% | -6.5% |
| YTD | +8.4% | +13.1% | -4.6% | -0.6% |
| 1Y | -8.0% | +12.7% | -20.7% | -15.9% |
| All | +0.1% | +58.0% | -57.9% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling