+275.1%
BLK vs CFG
+316.8%
-41.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.1% |
| 7D | -3.3% | -0.4% | -2.9% | -3.1% |
| 30D | -6.5% | -4.6% | -1.9% | -4.6% |
| 3M | +6.7% | +6.7% | +0.1% | +3.5% |
| 6M | +14.7% | +22.1% | -7.4% | +4.6% |
| YTD | +2.5% | +23.2% | -20.7% | -7.1% |
| 1Y | -2.8% | +40.3% | -43.0% | -17.0% |
| 3Y | +65.9% | +187.9% | -122.0% | +0.2% |
| 5Y | +33.0% | +102.0% | -69.0% | -8.3% |
| All | +275.1% | +316.8% | -41.8% | +75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling