+318.3%
BLK vs CNH
+106.0%
+212.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +3.7% | +3.0% | +0.7% | +2.4% |
| 30D | +13.9% | -0.6% | +14.5% | +13.6% |
| 3M | +3.9% | +14.6% | -10.7% | -3.2% |
| 6M | +13.0% | +11.8% | +1.2% | +5.1% |
| YTD | +16.1% | +30.4% | -14.3% | +0.6% |
| 1Y | +16.8% | +19.1% | -2.3% | +4.7% |
| 3Y | +97.7% | +30.2% | +67.5% | +64.3% |
| 5Y | +42.1% | -17.8% | +59.9% | +38.5% |
| All | +318.3% | +106.0% | +212.3% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling