+12,882.1%
BLK vs CRS
+6,082.3%
+6,799.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.9% |
| 7D | -3.3% | -6.8% | +3.5% | -1.4% |
| 30D | -6.5% | -16.1% | +9.6% | -1.9% |
| 3M | +6.7% | -21.2% | +27.9% | +13.3% |
| 6M | +14.7% | +8.7% | +6.0% | +10.3% |
| YTD | +2.5% | +41.0% | -38.4% | -9.2% |
| 1Y | -2.8% | +82.7% | -85.4% | -21.3% |
| 3Y | +65.9% | +604.8% | -538.9% | -14.0% |
| 5Y | +33.0% | +1,384.7% | -1,351.7% | -47.2% |
| 10Y | +281.2% | +1,362.3% | -1,081.1% | +30.3% |
| All | +12,882.1% | +6,082.3% | +6,799.8% | +3,347.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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