+207.0%
C vs BLK
+318.4%
-111.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.4% |
| 7D | +4.2% | +3.7% | +0.4% | +1.3% |
| 30D | +2.0% | +13.9% | -11.9% | -7.9% |
| 3M | -10.1% | +3.9% | -14.0% | -13.0% |
| 6M | +1.0% | +13.0% | -12.0% | -9.1% |
| YTD | +8.5% | +16.1% | -7.7% | -4.9% |
| 1Y | +25.7% | +16.8% | +9.0% | +9.6% |
| 3Y | +216.0% | +97.7% | +118.3% | +80.2% |
| 5Y | +112.3% | +42.1% | +70.2% | +53.7% |
| All | +207.0% | +318.4% | -111.3% | -15.7% |
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