+72.7%
BLK vs CSGP
-62.7%
+135.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | -3.6% | -4.1% | +0.4% | -2.6% |
| 30D | -1.0% | +2.3% | -3.3% | -1.8% |
| 3M | +10.4% | -8.2% | +18.5% | +12.2% |
| 6M | +8.2% | -35.1% | +43.2% | +21.7% |
| YTD | +6.0% | -54.0% | +60.1% | +32.7% |
| 1Y | +3.3% | -65.3% | +68.6% | +42.4% |
| All | +72.7% | -62.7% | +135.5% | +124.9% |
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