+73.5%
CART vs EME
+209.9%
-136.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +1.2% | +11.3% | -10.1% | -0.3% |
| 30D | +17.8% | -14.6% | +32.3% | +20.1% |
| 3M | +20.7% | -20.4% | +41.1% | +24.1% |
| 6M | +49.7% | -28.3% | +78.0% | +56.7% |
| YTD | +30.0% | +8.6% | +21.4% | +23.1% |
| 1Y | +48.4% | +3.2% | +45.2% | +42.1% |
| 3Y | +132.0% | +216.8% | -84.8% | +75.7% |
| All | +73.5% | +209.9% | -136.4% | +26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling