-22.4%
BX vs CAPR
+35.4%
-57.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +1.0% | -3.6% |
| 7D | -5.7% | -12.6% | +7.0% | -5.6% |
| 30D | -8.9% | +124.4% | -133.3% | -9.5% |
| 3M | +8.4% | -66.8% | +75.2% | +8.9% |
| 6M | +18.9% | -71.8% | +90.7% | +19.6% |
| YTD | -13.6% | -70.1% | +56.4% | -13.2% |
| 1Y | -22.4% | +33.3% | -55.8% | -24.5% |
| All | -22.4% | +35.4% | -57.9% | -24.5% |
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