+347.5%
BLK vs CFG
+390.8%
-43.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.4% |
| 7D | -2.4% | +2.7% | -5.1% | -3.6% |
| 30D | -3.1% | -3.7% | +0.6% | -1.5% |
| 3M | +10.7% | +9.5% | +1.2% | +6.0% |
| 6M | +15.9% | +22.2% | -6.4% | +5.5% |
| YTD | +4.0% | +22.3% | -18.3% | -5.5% |
| 1Y | +1.3% | +39.4% | -38.2% | -13.6% |
| 3Y | +69.6% | +188.5% | -118.9% | +1.5% |
| 5Y | +33.8% | +101.5% | -67.8% | -8.3% |
| 10Y | +276.2% | +308.6% | -32.5% | +63.3% |
| All | +347.5% | +390.8% | -43.3% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CFG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling