+45.0%
EEM vs CARR
+8.3%
+36.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +0.9% |
| 7D | -1.3% | -3.8% | +2.5% | -0.2% |
| 30D | +2.1% | -8.9% | +11.0% | +4.7% |
| 3M | +1.0% | -17.3% | +18.3% | +6.2% |
| 6M | +15.9% | -1.4% | +17.3% | +15.7% |
| YTD | +24.6% | +10.0% | +14.7% | +20.7% |
| 1Y | +32.3% | -6.4% | +38.6% | +33.4% |
| 3Y | +85.9% | +1.5% | +84.4% | +78.3% |
| All | +45.0% | +8.3% | +36.7% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling