+27.5%
EMB vs CART
+40.2%
-12.6%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -0.9% | +1.3% | -2.2% | -0.9% |
| 30D | +0.4% | +19.2% | -18.8% | -0.1% |
| 3M | -3.1% | +17.6% | -20.7% | -3.6% |
| 6M | -2.1% | +47.4% | -49.4% | -3.1% |
| YTD | -1.1% | +30.9% | -32.0% | -1.9% |
| 1Y | -0.1% | +46.0% | -46.0% | -1.3% |
| 3Y | +29.6% | +130.3% | -100.7% | +24.0% |
| All | +27.5% | +40.2% | -12.6% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling