+132.0%
C vs BLK
+31.1%
+100.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +2.2% |
| 7D | +2.6% | -2.7% | +5.2% | +4.4% |
| 30D | +1.9% | -4.8% | +6.7% | +5.1% |
| 3M | +2.8% | +6.5% | -3.7% | -2.0% |
| 6M | +30.6% | +13.1% | +17.4% | +19.0% |
| YTD | +19.9% | +1.8% | +18.1% | +17.1% |
| 1Y | +44.6% | -1.0% | +45.5% | +43.7% |
| 3Y | +272.1% | +66.0% | +206.2% | +162.4% |
| 5Y | +132.0% | +31.2% | +100.7% | +84.0% |
| All | +132.0% | +31.1% | +100.9% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling