+0.4%
BX vs CF
+114.1%
-113.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.6% | +4.8% | -4.2% | +0.2% |
| 30D | +14.2% | +4.7% | +9.5% | +13.7% |
| 3M | -18.7% | +7.4% | -26.2% | -19.5% |
| 6M | +2.5% | +0.6% | +1.9% | +1.9% |
| YTD | -18.8% | +64.1% | -82.9% | -27.3% |
| 1Y | -10.3% | +51.4% | -61.7% | -18.5% |
| 3Y | +35.4% | +67.8% | -32.4% | +17.9% |
| All | +0.4% | +114.1% | -113.7% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling