+276.2%
BLK vs CSGP
+41.1%
+235.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.2% |
| 7D | -2.4% | -5.1% | +2.7% | -0.5% |
| 30D | -3.1% | +0.3% | -3.4% | -3.6% |
| 3M | +10.7% | -9.1% | +19.8% | +13.4% |
| 6M | +15.9% | -37.3% | +53.2% | +35.7% |
| YTD | +4.0% | -54.9% | +58.9% | +37.0% |
| 1Y | +1.3% | -65.5% | +66.8% | +47.9% |
| 3Y | +69.6% | -63.3% | +132.8% | +135.0% |
| 5Y | +33.8% | -65.8% | +99.6% | +85.3% |
| 10Y | +276.2% | +40.1% | +236.0% | +228.5% |
| All | +276.2% | +41.1% | +235.0% | +228.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling