+90.3%
EEM vs CART
+14.3%
+76.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +0.6% |
| 7D | +3.1% | -4.1% | +7.2% | +3.4% |
| 30D | +4.9% | -4.3% | +9.2% | +5.1% |
| 3M | +5.2% | +13.1% | -7.9% | +4.1% |
| 6M | +20.7% | +26.0% | -5.3% | +18.1% |
| YTD | +26.5% | +6.7% | +19.7% | +25.3% |
| 1Y | +37.8% | +6.3% | +31.6% | +36.3% |
| All | +90.3% | +14.3% | +76.0% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling