+291.5%
C vs BLK
+277.4%
+14.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.2% |
| 7D | +0.3% | -5.2% | +5.4% | +4.4% |
| 30D | +2.0% | -7.0% | +9.1% | +7.7% |
| 3M | +4.4% | +5.7% | -1.3% | -0.8% |
| 6M | +28.3% | +11.0% | +17.3% | +17.0% |
| YTD | +20.5% | +0.9% | +19.6% | +17.8% |
| 1Y | +45.5% | -1.6% | +47.2% | +44.8% |
| 3Y | +274.0% | +64.5% | +209.6% | +146.0% |
| 5Y | +136.1% | +30.9% | +105.3% | +81.0% |
| All | +291.5% | +277.4% | +14.1% | +19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling