+8.7%
CL vs BLK
+3.3%
+5.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -2.2% | -3.6% | +1.4% | -1.9% |
| 30D | -4.8% | -1.0% | -3.8% | -4.7% |
| 3M | +4.9% | +10.4% | -5.5% | +4.2% |
| 6M | -5.7% | +8.2% | -13.9% | -6.7% |
| YTD | +14.4% | +6.0% | +8.3% | +12.4% |
| 1Y | +8.7% | +3.3% | +5.4% | +5.2% |
| All | +8.7% | +3.3% | +5.4% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling