+958.8%
BLK vs CAPR
-99.1%
+1,057.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -3.6% | -2.0% | -1.6% | -3.6% |
| 30D | -1.0% | +139.2% | -140.2% | -2.0% |
| 3M | +10.4% | -66.4% | +76.7% | +10.8% |
| 6M | +8.2% | -63.1% | +71.3% | +8.4% |
| YTD | +6.0% | -67.4% | +73.5% | +6.4% |
| 1Y | +3.3% | +58.2% | -54.9% | -0.3% |
| 3Y | +70.3% | +42.2% | +28.1% | +62.9% |
| 5Y | +34.5% | +87.3% | -52.8% | +27.9% |
| 10Y | +281.9% | -75.3% | +357.2% | +255.9% |
| All | +958.8% | -99.1% | +1,057.8% | +921.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling