+3.3%
BLK vs CMS
-1.9%
+5.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -3.6% | +0.4% | -4.0% | -3.6% |
| 30D | -1.0% | -3.6% | +2.6% | -0.9% |
| 3M | +10.4% | -1.9% | +12.3% | +9.5% |
| 6M | +8.2% | -11.0% | +19.1% | +8.6% |
| YTD | +6.0% | +0.2% | +5.8% | +4.6% |
| 1Y | +3.3% | -1.3% | +4.7% | +3.3% |
| All | +3.3% | -1.9% | +5.2% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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