+15.0%
EEM vs CART
+61.3%
-46.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.8% |
| 7D | -3.0% | +1.4% | -4.4% | -3.0% |
| 30D | -10.3% | +29.7% | -40.0% | -10.4% |
| 3M | -6.6% | +29.7% | -36.4% | -6.8% |
| 6M | -3.4% | +36.8% | -40.2% | -3.8% |
| YTD | +13.2% | +31.7% | -18.4% | +12.1% |
| 1Y | +15.0% | +62.4% | -47.4% | +11.7% |
| All | +15.0% | +61.3% | -46.3% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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