+73.2%
EMR vs CART
+38.4%
+34.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.2% |
| 7D | -1.6% | +3.0% | -4.5% | -1.8% |
| 30D | +2.0% | +28.6% | -26.6% | -0.3% |
| 3M | +3.8% | +29.1% | -25.3% | +1.3% |
| 6M | +10.5% | +44.7% | -34.2% | +6.4% |
| YTD | +23.7% | +29.2% | -5.5% | +19.9% |
| 1Y | +25.4% | +66.2% | -40.7% | +18.0% |
| 3Y | +86.6% | +112.8% | -26.3% | +69.9% |
| All | +73.2% | +38.4% | +34.8% | +57.4% |
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