+11.8%
CRM vs BLK
+66.0%
-54.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.3% |
| 7D | -4.4% | -3.3% | -1.1% | -3.2% |
| 30D | +28.1% | -6.5% | +34.7% | +31.5% |
| 3M | +48.8% | +6.7% | +42.1% | +44.6% |
| 6M | +28.3% | +14.7% | +13.5% | +19.3% |
| YTD | -6.0% | +2.5% | -8.5% | -8.0% |
| 1Y | +1.4% | -2.8% | +4.2% | +1.6% |
| 3Y | +11.8% | +65.9% | -54.0% | -18.6% |
| All | +11.8% | +66.0% | -54.1% | -18.6% |
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