+2,212.5%
BLK vs CF
+5,315.1%
-3,102.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +2.7% | -3.2% | +5.9% | +3.3% |
| 30D | +10.2% | +4.3% | +5.9% | +8.6% |
| 3M | +4.9% | +2.8% | +2.1% | +3.2% |
| 6M | +11.0% | +0.6% | +10.4% | +8.9% |
| YTD | +11.9% | +56.6% | -44.7% | -5.2% |
| 1Y | +12.6% | +49.6% | -37.0% | -3.5% |
| 3Y | +92.9% | +61.5% | +31.5% | +57.6% |
| 5Y | +39.3% | +124.0% | -84.6% | -2.1% |
| 10Y | +335.9% | +573.2% | -237.2% | +102.8% |
| All | +2,212.5% | +5,315.1% | -3,102.6% | +425.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling