-49.3%
CLF vs BLK
+29.1%
-78.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.4% |
| 7D | -3.7% | -5.2% | +1.5% | +0.6% |
| 30D | -4.7% | -7.0% | +2.4% | +0.8% |
| 3M | -4.7% | +5.7% | -10.3% | -9.9% |
| 6M | +24.0% | +11.0% | +13.0% | +12.6% |
| YTD | -10.9% | +0.9% | -11.8% | -13.0% |
| 1Y | +4.0% | -1.6% | +5.7% | +4.3% |
| 3Y | -16.9% | +64.5% | -81.4% | -45.4% |
| 5Y | -49.3% | +30.9% | -80.2% | -58.3% |
| All | -49.3% | +29.1% | -78.4% | -58.3% |
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