+14,604.7%
BLK vs COR
+9,388.4%
+5,216.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | -0.3% |
| 7D | +3.7% | +7.8% | -4.1% | +1.5% |
| 30D | +13.9% | +7.0% | +6.9% | +11.8% |
| 3M | +3.9% | +16.3% | -12.3% | -0.5% |
| 6M | +13.0% | +41.3% | -28.3% | +1.8% |
| YTD | +16.1% | +7.1% | +9.0% | +12.0% |
| 1Y | +16.8% | -0.8% | +17.6% | +15.1% |
| 3Y | +97.7% | +85.0% | +12.7% | +59.0% |
| 5Y | +42.1% | +203.9% | -161.7% | -2.3% |
| 10Y | +321.3% | +510.3% | -189.0% | +130.2% |
| All | +14,604.7% | +9,388.4% | +5,216.3% | +5,298.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling