+950.6%
BX vs CAH
+646.7%
+303.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.2% |
| 7D | -2.0% | +0.5% | -2.4% | -2.2% |
| 30D | -2.3% | +1.7% | -4.0% | -3.3% |
| 3M | +18.5% | +17.9% | +0.7% | +8.5% |
| 6M | +23.7% | +10.9% | +12.8% | +16.1% |
| YTD | -10.4% | +17.9% | -28.2% | -19.5% |
| 1Y | -19.6% | +61.7% | -81.3% | -40.0% |
| 3Y | +30.8% | +183.7% | -152.9% | -31.2% |
| 5Y | +24.3% | +401.3% | -377.0% | -54.3% |
| 10Y | +679.5% | +293.7% | +385.8% | +189.2% |
| All | +950.6% | +646.7% | +303.9% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling