+316.8%
BLK vs CF
+494.2%
-177.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.1% |
| 7D | +5.2% | +4.8% | +0.5% | +4.1% |
| 30D | +12.9% | +9.7% | +3.2% | +10.5% |
| 3M | +8.6% | +1.2% | +7.3% | +7.6% |
| 6M | +13.9% | +7.4% | +6.5% | +10.7% |
| YTD | +16.1% | +60.5% | -44.5% | -0.1% |
| 1Y | +15.3% | +50.7% | -35.4% | +0.7% |
| 3Y | +96.5% | +64.8% | +31.7% | +63.5% |
| 5Y | +43.8% | +115.8% | -71.9% | +4.2% |
| 10Y | +316.8% | +481.0% | -164.3% | +117.5% |
| All | +316.8% | +494.2% | -177.4% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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