-1.6%
BLK vs CP
+20.0%
-21.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | -5.2% | -2.7% | -2.5% | -4.1% |
| 30D | -7.0% | -3.4% | -3.7% | -5.8% |
| 3M | +5.7% | -0.6% | +6.3% | +5.6% |
| 6M | +11.0% | +6.3% | +4.7% | +6.7% |
| YTD | +0.9% | +21.2% | -20.3% | -8.6% |
| 1Y | -1.6% | +20.0% | -21.6% | -10.2% |
| All | -1.6% | +20.0% | -21.6% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling