+13,325.9%
BLK vs CSGP
+1,215.3%
+12,110.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | -3.6% | -4.1% | +0.4% | -2.5% |
| 30D | -1.0% | +2.3% | -3.3% | -1.9% |
| 3M | +10.4% | -8.2% | +18.5% | +12.1% |
| 6M | +8.2% | -35.1% | +43.2% | +20.5% |
| YTD | +6.0% | -54.0% | +60.1% | +29.3% |
| 1Y | +3.3% | -65.3% | +68.6% | +36.1% |
| 3Y | +70.3% | -62.6% | +132.8% | +116.2% |
| 5Y | +34.5% | -64.8% | +99.3% | +70.7% |
| 10Y | +281.9% | +45.1% | +236.8% | +226.6% |
| All | +13,325.9% | +1,215.3% | +12,110.6% | +6,799.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling