+13,325.9%
BLK vs CP
+5,775.9%
+7,550.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | -3.6% | -2.7% | -0.9% | -2.3% |
| 30D | -1.0% | +0.2% | -1.2% | -1.1% |
| 3M | +10.4% | +2.6% | +7.8% | +8.6% |
| 6M | +8.2% | +6.0% | +2.2% | +4.5% |
| YTD | +6.0% | +24.9% | -18.9% | -6.1% |
| 1Y | +3.3% | +20.1% | -16.8% | -6.7% |
| 3Y | +70.3% | +16.4% | +53.9% | +54.0% |
| 5Y | +34.5% | +31.7% | +2.8% | +13.2% |
| 10Y | +281.9% | +223.9% | +58.1% | +102.8% |
| All | +13,325.9% | +5,775.9% | +7,550.0% | +2,639.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling