+33.0%
BLK vs CCI
-49.3%
+82.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.7% | +0.8% |
| 7D | -3.3% | -0.3% | -3.0% | -3.2% |
| 30D | -6.5% | +2.2% | -8.8% | -7.2% |
| 3M | +6.7% | -16.9% | +23.6% | +13.5% |
| 6M | +14.7% | -11.5% | +26.3% | +18.7% |
| YTD | +2.5% | -12.8% | +15.4% | +6.2% |
| 1Y | -2.8% | -17.1% | +14.3% | +2.5% |
| 3Y | +65.9% | -9.6% | +75.5% | +61.7% |
| All | +33.0% | -49.3% | +82.3% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling