+2,090.3%
BLK vs CF
+5,948.3%
-3,858.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.5% |
| 7D | -3.6% | +6.0% | -9.6% | -5.2% |
| 30D | -1.0% | +14.8% | -15.8% | -4.9% |
| 3M | +10.4% | +14.1% | -3.7% | +5.8% |
| 6M | +8.2% | +28.5% | -20.4% | -2.1% |
| YTD | +6.0% | +74.9% | -68.9% | -12.2% |
| 1Y | +3.3% | +61.7% | -58.3% | -12.8% |
| 3Y | +70.3% | +80.3% | -10.1% | +35.6% |
| 5Y | +34.5% | +226.0% | -191.5% | -15.1% |
| 10Y | +281.9% | +569.9% | -287.9% | +78.7% |
| All | +2,090.3% | +5,948.3% | -3,858.0% | +386.1% |
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