-14.5%
BX vs CF
+53.7%
-68.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -2.6% |
| 7D | -1.1% | +5.4% | -6.4% | +0.1% |
| 30D | +8.8% | +6.5% | +2.3% | +10.6% |
| 3M | -18.3% | +4.6% | -22.9% | -16.9% |
| 6M | -1.5% | -3.3% | +1.8% | -1.0% |
| YTD | -19.9% | +63.9% | -83.8% | -23.9% |
| 1Y | -14.5% | +50.4% | -64.9% | -18.0% |
| All | -14.5% | +53.7% | -68.2% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling