+97.7%
BLK vs CSGP
-60.9%
+158.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.3% | -0.1% |
| 7D | +3.7% | +1.3% | +2.4% | +3.4% |
| 30D | +13.9% | +2.8% | +11.1% | +12.3% |
| 3M | +3.9% | -6.3% | +10.2% | +4.6% |
| 6M | +13.0% | -3.2% | +16.1% | +11.9% |
| YTD | +16.1% | -54.0% | +70.1% | +44.1% |
| 1Y | +16.8% | -54.8% | +71.6% | +45.7% |
| 3Y | +97.7% | -60.6% | +158.2% | +146.8% |
| All | +97.7% | -60.9% | +158.6% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling