+275.1%
BLK vs CP
+232.0%
+43.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | -3.3% | -2.6% | -0.7% | -1.8% |
| 30D | -6.5% | -3.7% | -2.8% | -4.4% |
| 3M | +6.7% | +0.1% | +6.6% | +6.2% |
| 6M | +14.7% | +7.8% | +6.9% | +8.8% |
| YTD | +2.5% | +21.7% | -19.2% | -10.0% |
| 1Y | -2.8% | +18.6% | -21.4% | -13.4% |
| 3Y | +65.9% | +17.5% | +48.3% | +45.2% |
| 5Y | +33.0% | +35.4% | -2.4% | +4.5% |
| All | +275.1% | +232.0% | +43.1% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling