+274.9%
BX vs CARR
+414.1%
-139.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.6% | -1.8% |
| 7D | -8.9% | -4.1% | -4.8% | -7.1% |
| 30D | -14.8% | -11.0% | -3.8% | -10.1% |
| 3M | +6.9% | -16.4% | +23.3% | +15.2% |
| 6M | +16.3% | -2.4% | +18.6% | +15.0% |
| YTD | -16.1% | +8.4% | -24.5% | -21.4% |
| 1Y | -26.8% | -8.0% | -18.8% | -26.0% |
| 3Y | +22.4% | +0.6% | +21.9% | +16.8% |
| 5Y | +16.0% | +7.7% | +8.3% | +2.0% |
| All | +274.9% | +414.1% | -139.2% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling