-2.8%
BLK vs CAH
+57.9%
-60.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.6% |
| 7D | -3.3% | -5.1% | +1.8% | -3.5% |
| 30D | -6.5% | +0.2% | -6.7% | -6.5% |
| 3M | +6.7% | +6.3% | +0.5% | +7.1% |
| 6M | +14.7% | +9.4% | +5.3% | +15.0% |
| YTD | +2.5% | +15.0% | -12.4% | +3.3% |
| 1Y | -2.8% | +55.4% | -58.2% | -0.7% |
| All | -2.8% | +57.9% | -60.7% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling