+26.0%
C vs BLK
+17.9%
+8.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.8% | -1.5% |
| 7D | +1.1% | +5.7% | -4.7% | -2.2% |
| 30D | -2.4% | +14.8% | -17.2% | -10.0% |
| 3M | -8.4% | +8.8% | -17.2% | -12.9% |
| 6M | +0.3% | +17.6% | -17.3% | -9.4% |
| YTD | +9.1% | +16.3% | -7.2% | -1.6% |
| 1Y | +26.0% | +18.0% | +8.1% | +12.3% |
| All | +26.0% | +17.9% | +8.2% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling