+33.0%
BLK vs CTVA
+102.9%
-69.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | -3.3% | -4.5% | +1.2% | -1.7% |
| 30D | -6.5% | +11.3% | -17.8% | -10.1% |
| 3M | +6.7% | +12.3% | -5.6% | +1.4% |
| 6M | +14.7% | +7.2% | +7.6% | +10.5% |
| YTD | +2.5% | +26.0% | -23.5% | -7.5% |
| 1Y | -2.8% | +16.0% | -18.8% | -9.8% |
| 3Y | +65.9% | +73.9% | -8.0% | +29.5% |
| All | +33.0% | +102.9% | -69.9% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 5y: compounded portfolio wealth divided by compounded CTVA 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…
5y analysis · Full analysis span regression · 6 months rolling