+275.1%
BLK vs CNP
+137.0%
+138.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.3% | -1.4% | -1.9% | -2.7% |
| 30D | -6.5% | -2.9% | -3.6% | -5.4% |
| 3M | +6.7% | -7.5% | +14.3% | +10.0% |
| 6M | +14.7% | -7.9% | +22.6% | +18.1% |
| YTD | +2.5% | +3.7% | -1.2% | -0.2% |
| 1Y | -2.8% | +4.6% | -7.4% | -5.8% |
| 3Y | +65.9% | +49.1% | +16.7% | +34.4% |
| 5Y | +33.0% | +69.2% | -36.3% | +1.2% |
| All | +275.1% | +137.0% | +138.1% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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