+36.9%
BX vs CB
+74.3%
-37.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | -4.4% | +0.5% | -4.9% | -4.5% |
| 30D | +0.1% | -3.1% | +3.2% | +0.8% |
| 3M | +16.0% | +9.0% | +7.1% | +12.8% |
| 6M | +21.6% | +2.9% | +18.8% | +20.2% |
| YTD | -8.9% | +10.1% | -19.0% | -12.1% |
| 1Y | -16.6% | +22.8% | -39.4% | -22.9% |
| All | +36.9% | +74.3% | -37.4% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling