-2.8%
BLK vs CAPR
+37.0%
-39.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -3.3% | -11.0% | +7.7% | -3.2% |
| 30D | -6.5% | +99.8% | -106.3% | -7.3% |
| 3M | +6.7% | -66.6% | +73.3% | +7.2% |
| 6M | +14.7% | -75.1% | +89.8% | +15.6% |
| YTD | +2.5% | -71.0% | +73.5% | +3.0% |
| 1Y | -2.8% | +30.0% | -32.7% | -5.8% |
| All | -2.8% | +37.0% | -39.8% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling