+33.0%
BLK vs COR
+180.1%
-147.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -3.3% | -2.8% | -0.5% | -2.9% |
| 30D | -6.5% | +2.6% | -9.1% | -6.9% |
| 3M | +6.7% | +14.5% | -7.7% | +4.3% |
| 6M | +14.7% | -7.8% | +22.5% | +16.2% |
| YTD | +2.5% | -4.2% | +6.7% | +2.8% |
| 1Y | -2.8% | +7.0% | -9.8% | -5.5% |
| 3Y | +65.9% | +85.5% | -19.7% | +30.3% |
| All | +33.0% | +180.1% | -147.0% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling