+18.8%
BX vs CAG
-41.8%
+60.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.5% |
| 7D | -5.7% | -6.6% | +0.9% | -4.6% |
| 30D | -8.9% | +2.3% | -11.2% | -9.2% |
| 3M | +8.4% | +16.3% | -7.9% | +5.6% |
| 6M | +18.9% | -16.0% | +35.0% | +22.5% |
| YTD | -13.6% | -7.7% | -5.9% | -13.0% |
| 1Y | -22.4% | -16.0% | -6.4% | -20.5% |
| 3Y | +26.0% | -37.7% | +63.7% | +35.7% |
| 5Y | +18.8% | -41.2% | +60.0% | +32.8% |
| All | +18.8% | -41.8% | +60.6% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling