+24.5%
BX vs CARR
+1.4%
+23.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.0% | +1.8% |
| 7D | -5.6% | -3.8% | -1.8% | -3.8% |
| 30D | -12.2% | -8.9% | -3.3% | -8.2% |
| 3M | +7.4% | -17.3% | +24.7% | +16.6% |
| 6M | +22.2% | -1.4% | +23.6% | +19.3% |
| YTD | -14.0% | +10.0% | -24.0% | -21.5% |
| 1Y | -27.3% | -6.4% | -20.9% | -27.5% |
| 3Y | +24.5% | +1.5% | +23.0% | +10.7% |
| All | +24.5% | +1.4% | +23.2% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 3y: compounded portfolio wealth divided by compounded CARR 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…
3y analysis · Full analysis span regression · 6 months rolling