+28.3%
CL vs BLK
+31.1%
-2.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | -2.3% | -2.7% | +0.4% | -1.9% |
| 30D | -5.5% | -4.8% | -0.7% | -4.8% |
| 3M | +0.8% | +6.5% | -5.6% | -0.3% |
| 6M | -4.2% | +13.2% | -17.4% | -6.2% |
| YTD | +13.4% | +1.8% | +11.6% | +12.5% |
| 1Y | +7.1% | -1.0% | +8.0% | +6.5% |
| 3Y | +29.0% | +66.0% | -36.9% | +14.8% |
| 5Y | +28.3% | +31.2% | -2.9% | +14.1% |
| All | +28.3% | +31.1% | -2.8% | +14.1% |
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