+635.8%
BX vs CAG
-37.3%
+673.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | +0.6% | -3.3% | +3.9% | +1.2% |
| 30D | +14.2% | +7.7% | +6.6% | +12.7% |
| 3M | -18.7% | -3.2% | -15.6% | -18.4% |
| 6M | +2.5% | +7.0% | -4.5% | +0.9% |
| YTD | -18.8% | -9.0% | -9.8% | -18.1% |
| 1Y | -10.3% | -9.6% | -0.7% | -9.4% |
| 3Y | +35.4% | -36.0% | +71.4% | +44.3% |
| 5Y | +0.3% | -40.9% | +41.1% | +8.4% |
| All | +635.8% | -37.3% | +673.1% | +655.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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