+40.5%
EEM vs CARR
-3.6%
+44.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.5% |
| 7D | +2.3% | +1.6% | +0.8% | +1.8% |
| 30D | +4.5% | -8.7% | +13.3% | +7.5% |
| 3M | -0.1% | -12.6% | +12.5% | +3.9% |
| 6M | +16.9% | -1.5% | +18.5% | +16.4% |
| YTD | +26.2% | +14.3% | +11.9% | +22.9% |
| 1Y | +40.5% | -4.6% | +45.1% | +40.6% |
| All | +40.5% | -3.6% | +44.1% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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