+679.5%
BX vs CB
+214.7%
+464.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.8% |
| 7D | -2.0% | -0.6% | -1.3% | -1.7% |
| 30D | -2.3% | -3.9% | +1.6% | -0.3% |
| 3M | +18.5% | +4.9% | +13.6% | +14.8% |
| 6M | +23.7% | +3.3% | +20.5% | +20.5% |
| YTD | -10.4% | +8.5% | -18.9% | -15.4% |
| 1Y | -19.6% | +22.1% | -41.6% | -29.2% |
| 3Y | +30.8% | +70.1% | -39.3% | -6.6% |
| 5Y | +24.3% | +97.4% | -73.0% | -18.7% |
| 10Y | +679.5% | +216.8% | +462.6% | +279.4% |
| All | +679.5% | +214.7% | +464.8% | +279.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling