+33.0%
BLK vs CRL
-37.1%
+70.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.1% |
| 7D | -3.3% | -3.5% | +0.2% | -2.4% |
| 30D | -6.5% | -2.1% | -4.4% | -6.1% |
| 3M | +6.7% | +48.0% | -41.2% | -4.3% |
| 6M | +14.7% | +64.7% | -50.0% | -1.1% |
| YTD | +2.5% | +39.5% | -37.0% | -7.8% |
| 1Y | -2.8% | +74.2% | -77.0% | -18.4% |
| 3Y | +65.9% | +39.4% | +26.5% | +40.7% |
| All | +33.0% | -37.1% | +70.2% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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