+467.9%
BLK vs CNH
+64.7%
+403.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.4% | -1.8% |
| 7D | -3.6% | +23.3% | -26.9% | -11.1% |
| 30D | -1.0% | +33.5% | -34.5% | -11.7% |
| 3M | +10.4% | +32.7% | -22.3% | -1.9% |
| 6M | +8.2% | +22.2% | -14.0% | -1.7% |
| YTD | +6.0% | +57.7% | -51.7% | -13.0% |
| 1Y | +3.3% | +28.0% | -24.6% | -8.5% |
| 3Y | +70.3% | +11.5% | +58.7% | +53.8% |
| 5Y | +34.5% | +11.9% | +22.6% | +18.0% |
| 10Y | +281.9% | +162.8% | +119.1% | +127.6% |
| All | +467.9% | +64.7% | +403.3% | +263.8% |
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