+275.1%
BLK vs CAPR
-78.4%
+353.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -3.3% | -11.0% | +7.7% | -3.1% |
| 30D | -6.5% | +99.8% | -106.3% | -7.9% |
| 3M | +6.7% | -66.6% | +73.3% | +7.5% |
| 6M | +14.7% | -75.1% | +89.8% | +16.0% |
| YTD | +2.5% | -71.0% | +73.5% | +3.3% |
| 1Y | -2.8% | +30.0% | -32.7% | -8.4% |
| 3Y | +65.9% | +29.0% | +36.9% | +52.6% |
| 5Y | +33.0% | +70.8% | -37.8% | +20.4% |
| All | +275.1% | -78.4% | +353.5% | +227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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