+50.2%
CART vs EME
+2.7%
+47.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.9% |
| 7D | -0.6% | +4.3% | -4.9% | -0.3% |
| 30D | +23.1% | -14.4% | +37.5% | +21.5% |
| 3M | +19.2% | -18.3% | +37.5% | +17.2% |
| 6M | +45.7% | -28.3% | +74.0% | +41.2% |
| YTD | +30.9% | +9.2% | +21.7% | +33.8% |
| 1Y | +50.2% | +4.3% | +45.9% | +54.5% |
| All | +50.2% | +2.7% | +47.5% | +54.5% |
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