+51.0%
CL vs BLK
+283.5%
-232.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.6% |
| 7D | -2.2% | -3.3% | +1.1% | -1.5% |
| 30D | -6.0% | -6.5% | +0.5% | -4.5% |
| 3M | -2.3% | +6.7% | -9.1% | -4.1% |
| 6M | -2.0% | +14.7% | -16.7% | -5.5% |
| YTD | +11.8% | +2.5% | +9.3% | +10.3% |
| 1Y | +5.8% | -2.8% | +8.6% | +5.6% |
| 3Y | +25.9% | +65.9% | -39.9% | +7.4% |
| 5Y | +26.9% | +33.0% | -6.0% | +13.0% |
| All | +51.0% | +283.5% | -232.5% | +2.5% |
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 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