+14,595.6%
BLK vs CSGP
+1,190.6%
+13,404.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.4% |
| 7D | +5.2% | -3.2% | +8.4% | +6.2% |
| 30D | +12.9% | +2.2% | +10.7% | +11.2% |
| 3M | +8.6% | -3.7% | +12.2% | +8.3% |
| 6M | +13.9% | -7.4% | +21.3% | +13.9% |
| YTD | +16.1% | -54.9% | +71.0% | +40.7% |
| 1Y | +15.3% | -54.9% | +70.2% | +39.6% |
| 3Y | +96.5% | -61.9% | +158.4% | +145.9% |
| 5Y | +43.8% | -63.1% | +106.9% | +78.6% |
| 10Y | +316.8% | +65.1% | +251.6% | +241.6% |
| All | +14,595.6% | +1,190.6% | +13,404.9% | +7,408.8% |
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 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