+52.1%
CME vs BLK
+66.0%
-13.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.5% |
| 7D | -1.6% | -3.3% | +1.7% | -1.5% |
| 30D | +5.6% | -6.5% | +12.1% | +5.8% |
| 3M | +5.6% | +6.7% | -1.2% | +5.4% |
| 6M | -8.3% | +14.7% | -23.0% | -8.4% |
| YTD | +4.3% | +2.5% | +1.8% | +4.2% |
| 1Y | +9.1% | -2.8% | +11.9% | +9.0% |
| 3Y | +52.1% | +65.9% | -13.8% | +55.1% |
| All | +52.1% | +66.0% | -13.9% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 3y: compounded portfolio wealth divided by compounded BLK 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…
3y analysis · Full analysis span regression · 6 months rolling