+70.7%
EEM vs CART
+135.4%
-64.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.4% |
| 7D | +2.7% | +1.3% | +1.4% | +2.6% |
| 30D | -5.4% | +19.2% | -24.6% | -6.5% |
| 3M | -8.6% | +17.6% | -26.2% | -9.7% |
| 6M | -8.9% | +47.4% | -56.2% | -11.6% |
| YTD | +11.9% | +30.9% | -19.0% | +9.3% |
| 1Y | +13.1% | +46.0% | -32.9% | +9.2% |
| 3Y | +70.7% | +130.3% | -59.7% | +57.7% |
| All | +70.7% | +135.4% | -64.7% | +57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling