+33.0%
BLK vs CMI
+164.8%
-131.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.1% |
| 7D | -3.3% | -0.7% | -2.6% | -3.0% |
| 30D | -6.5% | -12.4% | +5.9% | -0.8% |
| 3M | +6.7% | -14.8% | +21.5% | +13.7% |
| 6M | +14.7% | +0.8% | +13.9% | +10.7% |
| YTD | +2.5% | +10.2% | -7.7% | -6.5% |
| 1Y | -2.8% | +37.4% | -40.2% | -22.0% |
| 3Y | +65.9% | +153.3% | -87.4% | -10.3% |
| All | +33.0% | +164.8% | -131.8% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling