+99.2%
BLK vs CART
+112.9%
-13.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.5% | +3.0% |
| 7D | +4.1% | +1.5% | +2.6% | +4.0% |
| 30D | +12.2% | +22.4% | -10.2% | +10.4% |
| 3M | +7.4% | +16.5% | -9.1% | +6.0% |
| 6M | +13.2% | +44.9% | -31.7% | +9.5% |
| YTD | +15.4% | +30.0% | -14.6% | +12.3% |
| 1Y | +14.6% | +59.1% | -44.4% | +9.3% |
| 3Y | +99.2% | +138.8% | -39.6% | +81.7% |
| All | +99.2% | +112.9% | -13.7% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling