+13.8%
EEM vs CART
+54.8%
-40.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.4% |
| 7D | +0.7% | -0.6% | +1.3% | +0.7% |
| 30D | -6.2% | +23.1% | -29.3% | -6.2% |
| 3M | -5.2% | +19.2% | -24.4% | -5.3% |
| 6M | -8.1% | +45.7% | -53.8% | -8.1% |
| YTD | +14.0% | +30.9% | -16.9% | +12.3% |
| 1Y | +13.8% | +50.2% | -36.3% | +12.3% |
| All | +13.8% | +54.8% | -40.9% | +12.3% |
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