+6,062.9%
BLK vs CRL
+1,339.8%
+4,723.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.1% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -3.1% | +5.0% | -8.1% | -4.7% |
| 3M | +10.7% | +50.6% | -39.9% | -3.6% |
| 6M | +15.9% | +60.9% | -45.0% | -2.4% |
| YTD | +4.0% | +40.7% | -36.7% | -9.0% |
| 1Y | +1.3% | +73.3% | -72.1% | -17.8% |
| 3Y | +69.6% | +40.6% | +29.0% | +38.7% |
| 5Y | +33.8% | -37.0% | +70.8% | +38.3% |
| 10Y | +276.2% | +244.3% | +31.9% | +121.6% |
| All | +6,062.9% | +1,339.8% | +4,723.1% | +2,844.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling