+44.8%
BLK vs CAPR
+172.3%
-127.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.9% | +7.5% | +0.6% |
| 7D | +3.7% | +5.9% | -2.2% | +3.6% |
| 30D | +13.9% | +44.6% | -30.7% | +13.1% |
| 3M | +3.9% | +126.4% | -122.4% | +2.0% |
| 6M | +13.0% | -68.6% | +81.6% | +13.7% |
| YTD | +16.1% | -67.0% | +83.1% | +16.5% |
| 1Y | +16.8% | +65.2% | -48.4% | +8.9% |
| 3Y | +97.7% | +235.6% | -137.9% | +67.4% |
| All | +44.8% | +172.3% | -127.5% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling