+82.9%
BLK vs CART
+38.4%
+44.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | +2.7% | +3.0% | -0.2% | +2.5% |
| 30D | +10.2% | +28.6% | -18.3% | +8.1% |
| 3M | +4.9% | +29.1% | -24.1% | +2.8% |
| 6M | +11.0% | +44.7% | -33.7% | +7.7% |
| YTD | +11.9% | +29.2% | -17.3% | +9.2% |
| 1Y | +12.6% | +66.2% | -53.6% | +7.3% |
| 3Y | +92.9% | +112.8% | -19.9% | +78.7% |
| All | +82.9% | +38.4% | +44.6% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling