+12,790.5%
BLK vs CLX
+398.2%
+12,392.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | 0.0% | -1.5% |
| 7D | -2.7% | -4.9% | +2.3% | -1.2% |
| 30D | -4.8% | -15.8% | +11.1% | +0.3% |
| 3M | +6.5% | -7.9% | +14.4% | +8.8% |
| 6M | +13.2% | -19.0% | +32.2% | +19.6% |
| YTD | +1.8% | -7.9% | +9.7% | +3.1% |
| 1Y | -1.0% | -25.4% | +24.4% | +6.8% |
| 3Y | +66.0% | -35.0% | +101.0% | +84.4% |
| 5Y | +31.2% | -36.8% | +68.0% | +43.8% |
| 10Y | +278.5% | -1.4% | +279.9% | +240.7% |
| All | +12,790.5% | +398.2% | +12,392.3% | +7,599.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling