+5,760.6%
CRM vs BLK
+2,796.4%
+2,964.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.1% |
| 7D | -4.4% | -3.3% | -1.1% | -2.6% |
| 30D | +28.1% | -6.5% | +34.7% | +32.9% |
| 3M | +48.8% | +6.7% | +42.1% | +42.8% |
| 6M | +28.3% | +14.7% | +13.5% | +17.0% |
| YTD | -6.0% | +2.5% | -8.5% | -9.3% |
| 1Y | +1.4% | -2.8% | +4.2% | +0.4% |
| 3Y | +11.8% | +65.9% | -54.0% | -18.9% |
| 5Y | -2.0% | +33.0% | -35.0% | -20.1% |
| 10Y | +239.6% | +281.2% | -41.6% | +50.3% |
| All | +5,760.6% | +2,796.4% | +2,964.2% | +840.8% |
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