+3,616.8%
CLS vs BLK
+29.1%
+3,587.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.8% |
| 7D | +5.0% | -5.2% | +10.1% | +9.2% |
| 30D | +4.8% | -7.0% | +11.8% | +10.7% |
| 3M | -10.4% | +5.7% | -16.0% | -14.7% |
| 6M | +20.8% | +11.0% | +9.8% | +10.6% |
| YTD | +10.0% | +0.9% | +9.1% | +6.9% |
| 1Y | +28.5% | -1.6% | +30.1% | +27.0% |
| 3Y | +1,292.2% | +64.5% | +1,227.7% | +840.0% |
| 5Y | +3,616.8% | +30.9% | +3,585.9% | +2,960.7% |
| All | +3,616.8% | +29.1% | +3,587.7% | +2,960.7% |
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