+326.3%
BLK vs CSGP
+72.5%
+253.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.8% | +2.3% |
| 7D | +4.1% | -1.8% | +5.9% | +4.7% |
| 30D | +12.2% | +5.3% | +6.9% | +8.9% |
| 3M | +7.4% | +3.3% | +4.1% | +4.3% |
| 6M | +13.2% | -4.7% | +17.9% | +12.0% |
| YTD | +15.4% | -53.5% | +68.9% | +48.3% |
| 1Y | +14.6% | -53.7% | +68.4% | +47.4% |
| 3Y | +99.2% | -59.7% | +159.0% | +163.2% |
| 5Y | +41.9% | -62.5% | +104.3% | +87.6% |
| 10Y | +326.3% | +67.3% | +259.0% | +269.3% |
| All | +326.3% | +72.5% | +253.7% | +269.3% |
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