-22.4%
BX vs CB
+22.9%
-45.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -3.9% | -3.7% |
| 7D | -5.7% | -0.5% | -5.1% | -5.6% |
| 30D | -8.9% | -3.1% | -5.8% | -8.9% |
| 3M | +8.4% | +4.2% | +4.2% | +8.2% |
| 6M | +18.9% | +4.7% | +14.2% | +18.8% |
| YTD | -13.6% | +8.8% | -22.5% | -14.3% |
| 1Y | -22.4% | +22.6% | -45.1% | -24.3% |
| All | -22.4% | +22.9% | -45.4% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling