+36.3%
BLK vs CSGP
-64.7%
+101.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.5% |
| 7D | -3.6% | -4.1% | +0.4% | -2.3% |
| 30D | -1.0% | +2.3% | -3.3% | -2.1% |
| 3M | +10.4% | -8.2% | +18.5% | +12.5% |
| 6M | +8.2% | -35.1% | +43.2% | +24.1% |
| YTD | +6.0% | -54.0% | +60.1% | +37.2% |
| 1Y | +3.3% | -65.3% | +68.6% | +48.6% |
| 3Y | +70.3% | -62.6% | +132.8% | +131.0% |
| All | +36.3% | -64.7% | +101.0% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling