+12,790.5%
BLK vs CAG
+137.0%
+12,653.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | -2.7% | -6.6% | +3.9% | -0.8% |
| 30D | -4.8% | +2.3% | -7.1% | -5.5% |
| 3M | +6.5% | +16.3% | -9.8% | +1.5% |
| 6M | +13.1% | -16.0% | +29.2% | +18.0% |
| YTD | +1.8% | -7.7% | +9.5% | +2.7% |
| 1Y | -1.0% | -16.0% | +15.1% | +2.5% |
| 3Y | +66.0% | -37.7% | +103.7% | +84.6% |
| 5Y | +31.2% | -41.2% | +72.5% | +47.3% |
| 10Y | +278.5% | -33.8% | +312.3% | +283.8% |
| All | +12,790.5% | +137.0% | +12,653.4% | +9,011.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling