+13,071.1%
BLK vs CCI
+589.4%
+12,481.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -3.1% | +0.5% | -3.6% | -3.2% |
| 3M | +10.7% | -16.3% | +26.9% | +14.7% |
| 6M | +15.9% | -13.9% | +29.8% | +19.1% |
| YTD | +4.0% | -12.4% | +16.5% | +6.3% |
| 1Y | +1.3% | -15.2% | +16.4% | +4.1% |
| 3Y | +69.6% | -9.9% | +79.4% | +70.2% |
| 5Y | +33.8% | -50.8% | +84.6% | +52.3% |
| 10Y | +276.2% | +18.3% | +257.9% | +259.7% |
| All | +13,071.1% | +589.4% | +12,481.7% | +9,079.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling