+13,071.1%
BLK vs CNP
+531.5%
+12,539.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.2% |
| 7D | -2.4% | +1.6% | -4.0% | -2.8% |
| 30D | -3.1% | -0.8% | -2.3% | -3.0% |
| 3M | +10.7% | -3.6% | +14.2% | +11.5% |
| 6M | +15.9% | -6.9% | +22.8% | +17.7% |
| YTD | +4.0% | +6.4% | -2.4% | +1.8% |
| 1Y | +1.3% | +9.9% | -8.7% | -1.8% |
| 3Y | +69.6% | +53.1% | +16.5% | +49.7% |
| 5Y | +33.8% | +72.0% | -38.2% | +14.6% |
| 10Y | +276.2% | +131.5% | +144.7% | +190.5% |
| All | +13,071.1% | +531.5% | +12,539.6% | +8,296.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling