+399.6%
BLK vs CFG
+361.3%
+38.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +3.7% | +3.2% | +0.5% | +2.3% |
| 30D | +13.9% | +5.1% | +8.8% | +11.4% |
| 3M | +3.9% | -11.2% | +15.2% | +9.7% |
| 6M | +13.0% | +9.6% | +3.4% | +8.2% |
| YTD | +16.1% | +15.0% | +1.2% | +8.5% |
| 1Y | +16.8% | +29.9% | -13.1% | +3.2% |
| 3Y | +97.7% | +192.1% | -94.4% | +18.2% |
| 5Y | +42.1% | +62.3% | -20.2% | +7.7% |
| 10Y | +321.3% | +219.2% | +102.1% | +107.1% |
| All | +399.6% | +361.3% | +38.3% | +106.1% |
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