+30.9%
BLK vs CNP
+66.3%
-35.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | -5.2% | -2.2% | -3.0% | -4.4% |
| 30D | -7.0% | -2.1% | -5.0% | -6.4% |
| 3M | +5.7% | -7.9% | +13.6% | +8.7% |
| 6M | +11.0% | -8.3% | +19.3% | +14.1% |
| YTD | +0.9% | +3.8% | -2.9% | -2.1% |
| 1Y | -1.6% | +5.9% | -7.5% | -5.5% |
| 3Y | +64.5% | +49.3% | +15.2% | +31.3% |
| 5Y | +30.9% | +69.3% | -38.4% | -0.2% |
| All | +30.9% | +66.3% | -35.4% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling