+761.1%
BLK vs CG
+341.4%
+419.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.9% |
| 7D | -2.4% | -1.3% | -1.1% | -1.9% |
| 30D | -3.1% | -3.2% | 0.0% | -1.9% |
| 3M | +10.7% | +6.2% | +4.5% | +7.3% |
| 6M | +15.9% | -4.7% | +20.5% | +17.6% |
| YTD | +4.0% | -20.6% | +24.6% | +13.8% |
| 1Y | +1.3% | -26.4% | +27.6% | +14.0% |
| 3Y | +69.6% | +55.4% | +14.2% | +31.3% |
| 5Y | +33.8% | +9.8% | +24.0% | +15.9% |
| 10Y | +276.2% | +341.4% | -65.2% | +82.4% |
| All | +761.1% | +341.4% | +419.8% | +318.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling