+13,071.1%
BLK vs CPB
+27.4%
+13,043.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.4% |
| 7D | -2.4% | -8.2% | +5.8% | -0.3% |
| 30D | -3.1% | -5.6% | +2.5% | -1.8% |
| 3M | +10.7% | +3.0% | +7.7% | +9.1% |
| 6M | +15.9% | -12.7% | +28.6% | +19.0% |
| YTD | +4.0% | -18.0% | +22.0% | +8.2% |
| 1Y | +1.3% | -31.7% | +33.0% | +10.5% |
| 3Y | +69.6% | -41.0% | +110.5% | +89.1% |
| 5Y | +33.8% | -38.4% | +72.2% | +45.0% |
| 10Y | +276.2% | -45.0% | +321.1% | +303.5% |
| All | +13,071.1% | +27.4% | +13,043.8% | +10,794.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling