-2.8%
BLK vs CI
-5.7%
+2.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -3.3% | -0.1% | -3.2% | -3.3% |
| 30D | -6.5% | +1.8% | -8.3% | -6.7% |
| 3M | +6.7% | -4.2% | +11.0% | +7.1% |
| 6M | +14.7% | +8.8% | +5.9% | +13.2% |
| YTD | +2.5% | +3.7% | -1.2% | +1.9% |
| 1Y | -2.8% | -6.1% | +3.4% | -3.3% |
| All | -2.8% | -5.7% | +2.9% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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