+70.0%
BLK vs CART
+14.3%
+55.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.1% | -1.5% |
| 7D | -2.4% | -4.1% | +1.7% | -2.1% |
| 30D | -3.1% | -4.3% | +1.2% | -2.8% |
| 3M | +10.7% | +13.1% | -2.4% | +9.5% |
| 6M | +15.9% | +26.0% | -10.1% | +13.3% |
| YTD | +4.0% | +6.7% | -2.7% | +3.0% |
| 1Y | +1.3% | +6.3% | -5.0% | 0.0% |
| All | +70.0% | +14.3% | +55.7% | +59.6% |
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