+14.9%
CART vs EME
+19.7%
-4.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.2% |
| 7D | +1.0% | +1.9% | -0.8% | +1.1% |
| 30D | +12.6% | -8.3% | +20.9% | +12.3% |
| 3M | +23.1% | -10.7% | +33.9% | +23.3% |
| 6M | +39.5% | +1.9% | +37.6% | +40.1% |
| YTD | +13.5% | +23.5% | -9.9% | +11.8% |
| 1Y | +14.9% | +18.0% | -3.1% | +13.2% |
| All | +14.9% | +19.7% | -4.8% | +13.2% |
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