+152.5%
EEM vs CARR
+425.9%
-273.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.1% |
| 7D | +2.0% | +0.6% | +1.3% | +1.8% |
| 30D | +5.1% | -8.7% | +13.7% | +7.1% |
| 3M | +4.6% | -18.4% | +22.9% | +9.0% |
| 6M | +17.8% | -0.6% | +18.4% | +17.5% |
| YTD | +25.8% | +10.9% | +14.9% | +22.7% |
| 1Y | +36.4% | -7.3% | +43.7% | +37.6% |
| 3Y | +90.0% | +2.9% | +87.1% | +84.9% |
| 5Y | +46.6% | +9.6% | +36.9% | +37.2% |
| All | +152.5% | +425.9% | -273.4% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling