+69.1%
BLK vs CART
+14.3%
+54.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.0% | +3.6% | -2.0% |
| 7D | -2.9% | -4.1% | +1.2% | -2.6% |
| 30D | -3.6% | -4.3% | +0.7% | -3.3% |
| 3M | +10.1% | +13.1% | -3.0% | +9.0% |
| 6M | +15.3% | +26.0% | -10.7% | +12.8% |
| YTD | +3.5% | +6.7% | -3.2% | +2.5% |
| 1Y | +0.7% | +6.3% | -5.5% | -0.5% |
| All | +69.1% | +14.3% | +54.8% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling