+710.1%
BX vs CB
+246.2%
+463.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.0% |
| 7D | +3.3% | -1.5% | +4.8% | +4.1% |
| 30D | +9.6% | +6.5% | +3.1% | +6.1% |
| 3M | -8.7% | +4.1% | -12.7% | -10.6% |
| 6M | +2.2% | +14.4% | -12.2% | -5.6% |
| YTD | -16.2% | +17.5% | -33.7% | -24.1% |
| 1Y | -11.5% | +27.5% | -39.0% | -23.6% |
| 3Y | +41.0% | +71.6% | -30.6% | +0.7% |
| 5Y | +1.1% | +100.6% | -99.5% | -34.3% |
| 10Y | +710.1% | +243.0% | +467.1% | +274.3% |
| All | +710.1% | +246.2% | +463.9% | +274.3% |
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