+3,856.3%
CB vs BLK
+14,736.0%
-10,879.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | +9.4% | +3.9% | +5.5% | +7.5% |
| 6M | +19.6% | +13.0% | +6.7% | +13.1% |
| YTD | +21.5% | +16.1% | +5.4% | +12.7% |
| 1Y | +28.0% | +16.8% | +11.2% | +18.4% |
| 3Y | +74.9% | +97.7% | -22.8% | +29.1% |
| 5Y | +108.1% | +42.1% | +66.0% | +70.4% |
| 10Y | +251.8% | +321.3% | -69.5% | +84.3% |
| All | +3,856.3% | +14,736.0% | -10,879.7% | +519.5% |
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