-4.6%
CARR vs BLK
+3.3%
-7.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.6% | -3.6% | +5.2% | +2.9% |
| 30D | -8.7% | -1.0% | -7.7% | -8.5% |
| 3M | -12.6% | +10.4% | -22.9% | -16.0% |
| 6M | -1.5% | +8.2% | -9.7% | -5.2% |
| YTD | +14.3% | +6.0% | +8.3% | +10.3% |
| 1Y | -4.6% | +3.3% | -7.9% | -9.2% |
| All | -4.6% | +3.3% | -7.9% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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