+16.6%
EMR vs CART
+14.4%
+2.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.7% |
| 7D | -1.5% | +1.0% | -2.6% | -1.5% |
| 30D | -5.6% | +12.6% | -18.2% | -5.8% |
| 3M | +7.9% | +23.1% | -15.2% | +7.5% |
| 6M | +6.0% | +39.5% | -33.5% | +4.3% |
| YTD | +16.4% | +13.5% | +2.9% | +14.3% |
| 1Y | +16.6% | +14.9% | +1.8% | +14.1% |
| All | +16.6% | +14.4% | +2.2% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling