+12,882.1%
BLK vs CNI
+3,864.4%
+9,017.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.1% |
| 7D | -3.3% | -0.4% | -2.9% | -3.1% |
| 30D | -6.5% | -2.7% | -3.8% | -5.0% |
| 3M | +6.7% | +3.9% | +2.8% | +3.8% |
| 6M | +14.7% | +16.4% | -1.6% | +3.6% |
| YTD | +2.5% | +25.8% | -23.3% | -11.9% |
| 1Y | -2.8% | +32.4% | -35.2% | -19.2% |
| 3Y | +65.9% | +19.1% | +46.8% | +45.0% |
| 5Y | +33.0% | +13.6% | +19.4% | +19.1% |
| 10Y | +281.2% | +136.8% | +144.4% | +115.8% |
| All | +12,882.1% | +3,864.4% | +9,017.7% | +2,768.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling