+661.1%
BX vs CAH
+294.8%
+366.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.7% |
| 7D | -5.6% | -5.1% | -0.5% | -4.0% |
| 30D | -12.2% | +0.2% | -12.4% | -12.4% |
| 3M | +7.4% | +6.3% | +1.1% | +5.1% |
| 6M | +22.2% | +9.4% | +12.8% | +18.0% |
| YTD | -14.0% | +15.0% | -29.0% | -18.9% |
| 1Y | -27.3% | +55.4% | -82.7% | -38.9% |
| 3Y | +24.5% | +173.8% | -149.3% | -17.1% |
| 5Y | +18.9% | +395.2% | -376.3% | -38.4% |
| All | +661.1% | +294.8% | +366.2% | +275.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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