+72.5%
CART vs EME
+184.5%
-112.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.3% |
| 7D | +3.0% | -10.5% | +13.4% | +4.3% |
| 30D | +28.6% | -22.4% | +51.0% | +32.8% |
| 3M | +29.1% | -24.7% | +53.8% | +33.7% |
| 6M | +44.7% | -35.5% | +80.2% | +53.9% |
| YTD | +29.2% | -0.3% | +29.5% | +23.8% |
| 1Y | +66.2% | -6.7% | +72.9% | +61.6% |
| 3Y | +112.8% | +190.6% | -77.8% | +63.2% |
| All | +72.5% | +184.5% | -112.1% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling