+18.0%
BLK vs CMI
+10.9%
+7.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -5.8% | +11.2% | +6.8% |
| 7D | +5.7% | -11.2% | +16.9% | +8.7% |
| 30D | +14.8% | -9.8% | +24.7% | +17.5% |
| 3M | +8.8% | -25.5% | +34.3% | +16.7% |
| 6M | +17.6% | -27.7% | +45.3% | +25.5% |
| YTD | +16.3% | -6.6% | +22.9% | +11.1% |
| 1Y | +18.0% | +11.7% | +6.3% | +4.6% |
| All | +18.0% | +10.9% | +7.1% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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