+14,075.1%
BLK vs CSGP
+1,200.0%
+12,875.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.7% | +5.4% | +2.0% |
| 7D | +2.7% | +1.3% | +1.5% | +2.3% |
| 30D | +10.2% | +10.7% | -0.5% | +6.0% |
| 3M | +4.9% | +3.3% | +1.6% | +2.6% |
| 6M | +11.0% | -10.3% | +21.3% | +11.9% |
| YTD | +11.9% | -54.6% | +66.5% | +35.4% |
| 1Y | +12.6% | -54.6% | +67.2% | +36.2% |
| 3Y | +92.9% | -60.3% | +153.3% | +138.7% |
| 5Y | +39.3% | -63.3% | +102.6% | +73.2% |
| 10Y | +335.9% | +66.5% | +269.5% | +256.5% |
| All | +14,075.1% | +1,200.0% | +12,875.1% | +7,129.1% |
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