+275.1%
BLK vs CAH
+294.8%
-19.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -3.3% | -5.1% | +1.8% | -1.7% |
| 30D | -6.5% | +0.2% | -6.7% | -6.6% |
| 3M | +6.7% | +6.3% | +0.5% | +4.4% |
| 6M | +14.7% | +9.4% | +5.3% | +10.9% |
| YTD | +2.5% | +15.0% | -12.4% | -3.0% |
| 1Y | -2.8% | +55.4% | -58.2% | -17.6% |
| 3Y | +65.9% | +173.8% | -108.0% | +12.6% |
| 5Y | +33.0% | +395.2% | -362.2% | -29.1% |
| All | +275.1% | +294.8% | -19.8% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling