+522.0%
BLK vs CNH
+36.2%
+485.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.0% |
| 6M | +13.0% | +11.8% | +1.2% | +5.3% |
| YTD | +16.1% | +30.4% | -14.3% | +1.0% |
| 1Y | +16.8% | +19.1% | -2.3% | +5.1% |
| 3Y | +97.7% | +30.2% | +67.5% | +65.8% |
| 5Y | +42.1% | -17.8% | +59.9% | +38.8% |
| 10Y | +321.3% | +103.9% | +217.4% | +172.2% |
| All | +522.0% | +36.2% | +485.8% | +322.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling