-23.4%
CLF vs BLK
+97.8%
-121.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.6% |
| 7D | +10.4% | +3.7% | +6.6% | +7.5% |
| 30D | +0.6% | +13.9% | -13.3% | -9.3% |
| 3M | +4.1% | +3.9% | +0.2% | +0.6% |
| 6M | +15.1% | +13.0% | +2.1% | +3.3% |
| YTD | -4.7% | +16.1% | -20.9% | -17.2% |
| 1Y | +20.4% | +16.8% | +3.6% | +4.0% |
| 3Y | -23.4% | +97.7% | -121.0% | -52.2% |
| All | -23.4% | +97.8% | -121.2% | -52.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling