-8.5%
BX vs CAPR
+47.4%
-55.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.3% | -2.0% | +6.2% |
| 7D | +8.3% | +43.2% | -34.9% | +8.0% |
| 30D | +13.5% | +14.7% | -1.1% | +13.4% |
| 3M | -7.6% | +113.9% | -121.5% | -8.3% |
| 6M | +4.0% | -73.4% | +77.4% | +4.6% |
| YTD | -15.2% | -69.1% | +53.9% | -14.9% |
| 1Y | -8.5% | +47.2% | -55.7% | -11.1% |
| All | -8.5% | +47.4% | -55.9% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling