+78.2%
EMR vs CART
+40.2%
+38.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | +2.8% | +23.1% | -20.3% | +0.9% |
| 3M | +2.0% | +19.2% | -17.2% | +0.3% |
| 6M | +20.7% | +45.7% | -25.0% | +16.2% |
| YTD | +27.3% | +30.9% | -3.6% | +23.2% |
| 1Y | +31.0% | +50.2% | -19.2% | +24.8% |
| 3Y | +103.6% | +133.5% | -29.9% | +85.7% |
| All | +78.2% | +40.2% | +38.1% | +61.8% |
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