+33.0%
BLK vs CLX
-38.5%
+71.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.9% |
| 7D | -3.3% | -5.7% | +2.4% | -2.0% |
| 30D | -6.5% | -17.0% | +10.5% | -2.6% |
| 3M | +6.7% | -9.7% | +16.4% | +9.0% |
| 6M | +14.7% | -19.8% | +34.6% | +19.9% |
| YTD | +2.5% | -9.8% | +12.4% | +4.0% |
| 1Y | -2.8% | -26.2% | +23.4% | +3.2% |
| 3Y | +65.9% | -36.2% | +102.0% | +80.4% |
| All | +33.0% | -38.5% | +71.6% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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