+18.8%
BX vs CAPR
+76.3%
-57.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +1.0% | -3.6% |
| 7D | -5.7% | -12.6% | +7.0% | -5.4% |
| 30D | -8.9% | +124.4% | -133.3% | -10.6% |
| 3M | +8.4% | -66.8% | +75.2% | +9.3% |
| 6M | +18.9% | -71.8% | +90.7% | +20.3% |
| YTD | -13.6% | -70.1% | +56.4% | -12.9% |
| 1Y | -22.4% | +33.3% | -55.8% | -28.3% |
| 3Y | +26.0% | +36.7% | -10.7% | +2.5% |
| 5Y | +18.8% | +72.5% | -53.7% | -16.0% |
| All | +18.8% | +76.3% | -57.5% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling