+33.0%
BLK vs CAG
-43.1%
+76.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -3.3% | -5.7% | +2.4% | -2.4% |
| 30D | -6.5% | -2.4% | -4.1% | -6.2% |
| 3M | +6.7% | +9.8% | -3.0% | +5.0% |
| 6M | +14.7% | -10.8% | +25.6% | +16.9% |
| YTD | +2.5% | -10.8% | +13.3% | +3.7% |
| 1Y | -2.8% | -19.0% | +16.2% | +0.3% |
| 3Y | +65.9% | -39.7% | +105.5% | +79.4% |
| All | +33.0% | -43.1% | +76.1% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling