+846.1%
BX vs CB
+772.5%
+73.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.9% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | +7.9% | +9.1% | -1.2% | +1.9% |
| 3M | -9.6% | +3.4% | -13.0% | -11.7% |
| 6M | -2.3% | +14.1% | -16.4% | -11.4% |
| YTD | -19.3% | +18.0% | -37.3% | -29.0% |
| 1Y | -13.2% | +30.1% | -43.4% | -28.7% |
| 3Y | +33.8% | +71.8% | -38.0% | -11.5% |
| 5Y | 0.0% | +101.8% | -101.8% | -41.2% |
| 10Y | +685.4% | +252.1% | +433.2% | +186.2% |
| All | +846.1% | +772.5% | +73.6% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling