+44.8%
BLK vs CFG
+61.7%
-16.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +3.7% | +3.2% | +0.5% | +2.2% |
| 30D | +13.9% | +5.1% | +8.8% | +11.3% |
| 3M | +3.9% | -11.2% | +15.2% | +10.1% |
| 6M | +13.0% | +9.6% | +3.4% | +7.8% |
| YTD | +16.1% | +15.0% | +1.2% | +7.9% |
| 1Y | +16.8% | +29.9% | -13.1% | +2.2% |
| 3Y | +97.7% | +192.1% | -94.4% | +13.8% |
| All | +44.8% | +61.7% | -16.9% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling