+65.9%
BLK vs CAG
-39.7%
+105.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -3.3% | -5.7% | +2.4% | -2.9% |
| 30D | -6.5% | -2.4% | -4.1% | -6.4% |
| 3M | +6.7% | +9.8% | -3.0% | +6.1% |
| 6M | +14.7% | -10.8% | +25.6% | +15.9% |
| YTD | +2.5% | -10.8% | +13.3% | +3.0% |
| 1Y | -2.8% | -19.0% | +16.2% | -1.3% |
| 3Y | +65.9% | -39.7% | +105.5% | +69.3% |
| All | +65.9% | -39.7% | +105.5% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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