+1,278.5%
CLS vs BLK
+13,188.7%
-11,910.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.9% | +7.5% | +6.7% |
| 7D | +12.8% | -2.4% | +15.2% | +14.3% |
| 30D | +3.8% | -3.1% | +6.9% | +5.6% |
| 3M | -14.6% | +10.7% | -25.3% | -19.5% |
| 6M | +32.2% | +15.9% | +16.4% | +22.0% |
| YTD | +11.6% | +4.0% | +7.6% | +8.2% |
| 1Y | +35.1% | +1.3% | +33.8% | +32.7% |
| 3Y | +1,312.5% | +69.6% | +1,243.0% | +979.2% |
| 5Y | +3,542.1% | +33.8% | +3,508.3% | +3,011.4% |
| 10Y | +2,944.0% | +276.2% | +2,667.8% | +1,412.2% |
| All | +1,278.5% | +13,188.7% | -11,910.3% | +113.2% |
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 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