+3,799.3%
CB vs BLK
+14,777.2%
-10,977.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.0% | +0.2% | -1.2% | -1.2% |
| 30D | +7.3% | +13.1% | -5.8% | +2.3% |
| 3M | +7.0% | +7.3% | -0.3% | +3.9% |
| 6M | +16.3% | +14.6% | +1.7% | +9.4% |
| YTD | +19.7% | +16.5% | +3.3% | +11.0% |
| 1Y | +27.8% | +15.4% | +12.4% | +18.7% |
| 3Y | +72.0% | +97.2% | -25.1% | +27.1% |
| 5Y | +104.9% | +43.4% | +61.5% | +67.1% |
| 10Y | +246.7% | +322.5% | -75.7% | +81.5% |
| All | +3,799.3% | +14,777.2% | -10,977.9% | +509.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling