+78.7%
CME vs BLK
+29.1%
+49.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -2.4% | -5.2% | +2.8% | -1.5% |
| 30D | +6.2% | -7.0% | +13.2% | +7.5% |
| 3M | +4.4% | +5.7% | -1.3% | +3.3% |
| 6M | -9.6% | +11.0% | -20.7% | -11.5% |
| YTD | +3.8% | +0.9% | +2.9% | +3.1% |
| 1Y | +9.5% | -1.6% | +11.2% | +9.2% |
| 3Y | +51.9% | +64.5% | -12.5% | +30.7% |
| 5Y | +78.7% | +30.9% | +47.9% | +70.5% |
| All | +78.7% | +29.1% | +49.6% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling