+101.0%
CB vs BLK
+29.1%
+71.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -2.8% | -5.2% | +2.4% | -1.6% |
| 30D | -2.4% | -7.0% | +4.6% | -0.8% |
| 3M | +2.8% | +5.7% | -2.9% | +1.1% |
| 6M | +4.8% | +11.0% | -6.2% | +1.4% |
| YTD | +9.2% | +0.9% | +8.3% | +8.0% |
| 1Y | +22.8% | -1.6% | +24.4% | +22.1% |
| 3Y | +71.1% | +64.5% | +6.7% | +43.5% |
| 5Y | +101.0% | +30.9% | +70.1% | +83.8% |
| All | +101.0% | +29.1% | +71.9% | +83.8% |
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 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