+3.3%
BLK vs CCI
-18.8%
+22.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | 0.0% |
| 7D | -3.6% | -0.4% | -3.2% | -3.6% |
| 30D | -1.0% | +2.7% | -3.7% | -1.5% |
| 3M | +10.4% | -18.2% | +28.6% | +14.4% |
| 6M | +8.2% | -14.8% | +22.9% | +11.2% |
| YTD | +6.0% | -12.6% | +18.6% | +8.5% |
| 1Y | +3.3% | -16.7% | +20.1% | +7.0% |
| All | +3.3% | -18.8% | +22.1% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling