+27.6%
BX vs CB
+99.7%
-72.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.2% |
| 7D | -4.4% | +0.5% | -4.9% | -4.6% |
| 30D | +0.1% | -3.1% | +3.2% | +1.5% |
| 3M | +16.0% | +9.0% | +7.1% | +10.2% |
| 6M | +21.6% | +2.9% | +18.8% | +18.9% |
| YTD | -8.9% | +10.1% | -19.0% | -14.6% |
| 1Y | -16.6% | +22.8% | -39.4% | -26.9% |
| 3Y | +43.3% | +73.8% | -30.5% | -3.0% |
| All | +27.6% | +99.7% | -72.1% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling