+27.5%
EMB vs CART
+38.4%
-10.9%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.1% | +3.0% | -3.1% | -0.2% |
| 30D | +1.3% | +28.6% | -27.3% | +0.6% |
| 3M | -2.7% | +29.1% | -31.8% | -3.4% |
| 6M | -2.8% | +44.7% | -47.5% | -3.9% |
| YTD | -1.1% | +29.2% | -30.3% | -1.9% |
| 1Y | 0.0% | +66.2% | -66.2% | -1.7% |
| 3Y | +28.8% | +112.8% | -84.0% | +23.6% |
| All | +27.5% | +38.4% | -10.9% | +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 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