+967.7%
BX vs CAPR
-99.1%
+1,066.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | -4.4% | -2.0% | -2.4% | -4.4% |
| 30D | +0.1% | +139.2% | -139.1% | -1.9% |
| 3M | +16.0% | -66.4% | +82.4% | +16.8% |
| 6M | +21.6% | -63.1% | +84.8% | +22.1% |
| YTD | -8.9% | -67.4% | +58.5% | -8.4% |
| 1Y | -16.6% | +58.2% | -74.9% | -22.2% |
| 3Y | +43.3% | +42.2% | +1.1% | +30.7% |
| 5Y | +25.7% | +87.3% | -61.6% | +12.9% |
| 10Y | +689.5% | -75.3% | +764.8% | +576.3% |
| All | +967.7% | -99.1% | +1,066.8% | +780.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling