+30.9%
BLK vs CAPR
+66.0%
-35.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.8% |
| 7D | -5.2% | -10.6% | +5.4% | -5.0% |
| 30D | -7.0% | +111.2% | -118.2% | -8.5% |
| 3M | +5.7% | -67.2% | +72.9% | +6.4% |
| 6M | +11.0% | -75.1% | +86.2% | +12.3% |
| YTD | +0.9% | -71.2% | +72.1% | +1.7% |
| 1Y | -1.6% | +31.1% | -32.7% | -7.7% |
| 3Y | +64.5% | +31.3% | +33.1% | +45.2% |
| 5Y | +30.9% | +69.4% | -38.5% | +5.3% |
| All | +30.9% | +66.0% | -35.1% | +5.3% |
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