+25.1%
BX vs CAG
-37.6%
+62.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.6% |
| 7D | -5.7% | -6.6% | +0.9% | -5.0% |
| 30D | -8.9% | +2.3% | -11.2% | -9.1% |
| 3M | +8.4% | +16.3% | -7.9% | +6.9% |
| 6M | +18.9% | -16.0% | +35.0% | +21.2% |
| YTD | -13.6% | -7.7% | -5.9% | -13.3% |
| 1Y | -22.4% | -16.0% | -6.4% | -21.2% |
| All | +25.1% | -37.6% | +62.7% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling