+672.8%
BX vs CAPR
-68.2%
+741.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.9% | +8.7% | -1.0% |
| 7D | +3.7% | +7.6% | -4.0% | +3.5% |
| 30D | +8.2% | +13.3% | -5.0% | +7.9% |
| 3M | -12.7% | +130.4% | -143.1% | -14.6% |
| 6M | +1.0% | -70.8% | +71.8% | +1.9% |
| YTD | -17.2% | -69.3% | +52.0% | -16.7% |
| 1Y | -11.6% | +59.5% | -71.1% | -18.2% |
| 3Y | +36.8% | +216.8% | -180.0% | +20.0% |
| 5Y | +4.8% | +152.7% | -147.9% | -8.7% |
| 10Y | +672.8% | -68.2% | +741.0% | +548.4% |
| All | +672.8% | -68.2% | +741.0% | +548.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling