+345.2%
BLK vs CFG
+390.8%
-45.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.9% |
| 7D | -2.9% | +2.7% | -5.6% | -4.1% |
| 30D | -3.6% | -3.7% | +0.1% | -2.0% |
| 3M | +10.1% | +9.5% | +0.6% | +5.4% |
| 6M | +15.3% | +22.2% | -7.0% | +4.9% |
| YTD | +3.5% | +22.3% | -18.8% | -6.0% |
| 1Y | +0.7% | +39.4% | -38.7% | -14.0% |
| 3Y | +68.7% | +188.5% | -119.8% | +1.0% |
| 5Y | +33.1% | +101.5% | -68.4% | -8.8% |
| 10Y | +274.2% | +308.6% | -34.4% | +62.5% |
| All | +345.2% | +390.8% | -45.6% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling