+421.5%
CARR vs BLK
+242.9%
+178.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.5% |
| 7D | -3.8% | -3.3% | -0.5% | -1.9% |
| 30D | -8.9% | -6.5% | -2.4% | -5.5% |
| 3M | -17.3% | +6.7% | -24.1% | -21.0% |
| 6M | -1.4% | +14.7% | -16.1% | -9.6% |
| YTD | +10.0% | +2.5% | +7.5% | +6.9% |
| 1Y | -6.4% | -2.8% | -3.6% | -6.5% |
| 3Y | +1.5% | +65.9% | -64.3% | -26.1% |
| 5Y | +9.3% | +33.0% | -23.7% | -13.3% |
| All | +421.5% | +242.9% | +178.6% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling