+275.1%
BLK vs CPB
-45.3%
+320.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -3.3% | -1.8% | -1.5% | -3.1% |
| 30D | -6.5% | -7.1% | +0.6% | -5.7% |
| 3M | +6.7% | -6.0% | +12.8% | +7.3% |
| 6M | +14.7% | -5.3% | +20.0% | +15.1% |
| YTD | +2.5% | -20.8% | +23.4% | +5.3% |
| 1Y | -2.8% | -33.8% | +31.1% | +2.5% |
| 3Y | +65.9% | -43.7% | +109.6% | +77.5% |
| 5Y | +33.0% | -40.7% | +73.7% | +39.8% |
| All | +275.1% | -45.3% | +320.4% | +307.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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