+318.3%
BLK vs CMS
+140.2%
+178.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.2% |
| 7D | +3.7% | +1.7% | +2.0% | +3.0% |
| 30D | +13.9% | +6.2% | +7.7% | +10.9% |
| 3M | +3.9% | +0.6% | +3.3% | +3.5% |
| 6M | +13.0% | -1.8% | +14.7% | +13.3% |
| YTD | +16.1% | +3.8% | +12.3% | +13.0% |
| 1Y | +16.8% | -1.8% | +18.5% | +16.6% |
| 3Y | +97.7% | +39.8% | +57.8% | +64.1% |
| 5Y | +42.1% | +37.1% | +5.0% | +17.6% |
| All | +318.3% | +140.2% | +178.1% | +235.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling