+11.4%
BLK vs COR
-3.2%
+14.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.3% | -4.3% |
| 7D | -0.5% | +2.8% | -3.2% | -0.3% |
| 30D | +8.5% | +7.4% | +1.1% | +8.8% |
| 3M | +3.8% | +7.3% | -3.5% | +4.1% |
| 6M | +12.8% | +11.5% | +1.3% | +13.3% |
| YTD | +11.2% | +1.2% | +10.0% | +12.5% |
| 1Y | +11.4% | -3.3% | +14.7% | +11.3% |
| All | +11.4% | -3.2% | +14.6% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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