+636.1%
CL vs BLK
+14,659.6%
-14,023.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -0.8% | +3.9% | -4.7% | -1.5% |
| 30D | +9.5% | +14.1% | -4.7% | +6.8% |
| 3M | +6.6% | +5.3% | +1.3% | +5.5% |
| 6M | +13.2% | +12.6% | +0.7% | +10.5% |
| YTD | +26.9% | +15.5% | +11.3% | +22.7% |
| 1Y | +27.6% | +13.6% | +14.0% | +23.8% |
| 3Y | +39.1% | +95.6% | -56.5% | +20.7% |
| 5Y | +41.3% | +41.4% | -0.1% | +28.5% |
| 10Y | +83.9% | +319.1% | -235.2% | +34.6% |
| All | +636.1% | +14,659.6% | -14,023.4% | +241.0% |
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