+710.1%
BX vs CF
+546.3%
+163.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +3.3% | -0.9% | +4.1% | +3.3% |
| 30D | +9.6% | +6.9% | +2.6% | +7.5% |
| 3M | -8.7% | +4.8% | -13.5% | -10.4% |
| 6M | +2.2% | +4.7% | -2.4% | -0.6% |
| YTD | -16.2% | +56.5% | -72.7% | -29.1% |
| 1Y | -11.5% | +48.4% | -59.9% | -24.1% |
| 3Y | +41.0% | +59.1% | -18.1% | +15.2% |
| 5Y | +1.1% | +109.5% | -108.4% | -29.0% |
| 10Y | +710.1% | +487.0% | +223.2% | +285.7% |
| All | +710.1% | +546.3% | +163.8% | +285.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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