+1,338.0%
CLS vs BLK
+66.0%
+1,272.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.6% | +4.9% | +5.2% |
| 7D | +10.9% | -3.3% | +14.3% | +14.0% |
| 30D | +2.1% | -6.5% | +8.6% | +7.9% |
| 3M | -10.2% | +6.7% | -16.9% | -15.6% |
| 6M | +30.4% | +14.7% | +15.6% | +14.5% |
| YTD | +17.2% | +2.5% | +14.7% | +11.5% |
| 1Y | +41.0% | -2.8% | +43.8% | +40.9% |
| 3Y | +1,338.0% | +65.9% | +1,272.1% | +748.5% |
| All | +1,338.0% | +66.0% | +1,272.0% | +748.5% |
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 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