+18.0%
BLK vs CNI
+37.5%
-19.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.3% | +4.7% |
| 7D | +5.7% | +3.7% | +2.0% | +4.5% |
| 30D | +14.8% | +8.1% | +6.7% | +12.0% |
| 3M | +8.8% | +1.9% | +6.9% | +8.1% |
| 6M | +17.6% | +19.2% | -1.6% | +9.6% |
| YTD | +16.3% | +32.7% | -16.5% | +1.8% |
| 1Y | +18.0% | +37.0% | -19.0% | +1.0% |
| All | +18.0% | +37.5% | -19.6% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling