+11.3%
BLK vs CAI
-11.0%
+22.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.2% | -5.1% | -0.1% | -4.8% |
| 30D | -7.0% | +3.9% | -10.9% | -7.4% |
| 3M | +5.7% | +40.1% | -34.4% | +2.0% |
| 6M | +11.0% | +29.7% | -18.7% | +7.0% |
| YTD | +0.9% | -10.9% | +11.8% | -0.6% |
| 1Y | -1.6% | -28.0% | +26.4% | -1.9% |
| All | +11.3% | -11.0% | +22.3% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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