+4,571.9%
BLK vs CNC
+5,485.4%
-913.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | +0.1% | +1.3% |
| 7D | -3.3% | -0.9% | -2.4% | -3.1% |
| 30D | -6.5% | -1.0% | -5.6% | -6.4% |
| 3M | +6.7% | +4.5% | +2.2% | +5.2% |
| 6M | +14.7% | +85.2% | -70.5% | -1.4% |
| YTD | +2.5% | +61.4% | -58.9% | -9.8% |
| 1Y | -2.8% | +94.9% | -97.7% | -18.8% |
| 3Y | +65.9% | 0.0% | +65.9% | +52.9% |
| 5Y | +33.0% | +11.2% | +21.8% | +17.5% |
| 10Y | +281.2% | +98.7% | +182.5% | +183.8% |
| All | +4,571.9% | +5,485.4% | -913.5% | +1,971.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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