+251.7%
CB vs BLK
+318.4%
-66.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +2.9% | +3.7% | -0.8% | +1.5% |
| 30D | +7.3% | +13.9% | -6.6% | +1.9% |
| 3M | +9.4% | +3.9% | +5.5% | +7.5% |
| 6M | +19.6% | +13.0% | +6.7% | +13.0% |
| YTD | +21.5% | +16.1% | +5.4% | +12.4% |
| 1Y | +28.0% | +16.8% | +11.2% | +18.0% |
| 3Y | +74.9% | +97.7% | -22.8% | +23.9% |
| 5Y | +108.1% | +42.1% | +66.0% | +68.8% |
| All | +251.7% | +318.4% | -66.7% | +65.8% |
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