+6.0%
EMR vs CART
+36.6%
-30.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.6% |
| 7D | -1.5% | +1.0% | -2.6% | -1.5% |
| 30D | -5.6% | +12.6% | -18.2% | -4.8% |
| 3M | +7.9% | +23.1% | -15.2% | +9.9% |
| 6M | +6.0% | +39.5% | -33.5% | +7.9% |
| All | +6.0% | +36.6% | -30.6% | +7.9% |
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