+12,882.1%
BLK vs CMI
+8,152.7%
+4,729.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.3% |
| 3M | +6.7% | -14.8% | +21.5% | +13.2% |
| 6M | +14.7% | +0.8% | +13.9% | +12.3% |
| YTD | +2.5% | +10.2% | -7.7% | -3.9% |
| 1Y | -2.8% | +37.4% | -40.2% | -17.6% |
| 3Y | +65.9% | +153.3% | -87.4% | +6.7% |
| 5Y | +33.0% | +167.6% | -134.6% | -16.8% |
| 10Y | +281.2% | +514.4% | -233.2% | +67.5% |
| All | +12,882.1% | +8,152.7% | +4,729.4% | +2,439.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling