+683.3%
BX vs CF
+481.7%
+201.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.8% |
| 7D | +3.7% | +4.8% | -1.1% | +2.4% |
| 30D | +8.2% | +9.7% | -1.5% | +5.6% |
| 3M | -12.7% | +1.2% | -13.9% | -13.6% |
| 6M | +1.0% | +7.4% | -6.4% | -2.4% |
| YTD | -17.2% | +60.5% | -77.8% | -30.3% |
| 1Y | -11.6% | +50.7% | -62.3% | -24.4% |
| 3Y | +36.8% | +64.8% | -28.0% | +10.8% |
| 5Y | +4.8% | +115.8% | -111.0% | -26.9% |
| All | +683.3% | +481.7% | +201.6% | +279.4% |
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