+0.1%
EMB vs CART
+36.6%
-36.5%
-4.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | 0.0% | +1.0% | -1.1% | 0.0% |
| 30D | -0.3% | +12.6% | -12.9% | -0.5% |
| 3M | -0.4% | +23.1% | -23.5% | -0.6% |
| 6M | +0.1% | +39.5% | -39.4% | -0.5% |
| All | +0.1% | +36.6% | -36.5% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling