+14,604.7%
BLK vs CI
+1,316.7%
+13,288.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.7% | +1.2% | +2.6% | +3.3% |
| 30D | +13.9% | +2.6% | +11.3% | +12.9% |
| 3M | +3.9% | +7.4% | -3.5% | +1.3% |
| 6M | +13.0% | -0.1% | +13.1% | +12.3% |
| YTD | +16.1% | +9.7% | +6.4% | +11.6% |
| 1Y | +16.8% | +12.1% | +4.6% | +11.4% |
| 3Y | +97.7% | +7.0% | +90.6% | +83.7% |
| 5Y | +42.1% | +49.7% | -7.6% | +15.7% |
| 10Y | +321.3% | +147.2% | +174.1% | +179.8% |
| All | +14,604.7% | +1,316.7% | +13,288.0% | +5,145.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling