+13.6%
BLK vs CART
+47.6%
-34.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +3.9% | +1.2% | +2.7% | +3.9% |
| 30D | +14.1% | +17.8% | -3.7% | +13.5% |
| 3M | +5.3% | +20.7% | -15.4% | +4.7% |
| 6M | +12.6% | +49.7% | -37.2% | +11.6% |
| YTD | +15.5% | +30.0% | -14.5% | +13.5% |
| 1Y | +13.6% | +48.4% | -34.8% | +9.3% |
| All | +13.6% | +47.6% | -34.0% | +9.3% |
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