+33.0%
BLK vs CG
-2.7%
+35.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.4% |
| 7D | -3.3% | -9.9% | +6.6% | +1.4% |
| 30D | -6.5% | -11.7% | +5.1% | -1.2% |
| 3M | +6.7% | -4.3% | +11.0% | +8.4% |
| 6M | +14.7% | -8.8% | +23.5% | +18.8% |
| YTD | +2.5% | -26.9% | +29.4% | +17.0% |
| 1Y | -2.8% | -35.4% | +32.7% | +17.0% |
| 3Y | +65.9% | +43.0% | +22.8% | +28.6% |
| All | +33.0% | -2.7% | +35.7% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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