+967.7%
BX vs CF
+1,516.0%
-548.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.2% |
| 7D | -4.4% | +6.0% | -10.4% | -6.1% |
| 30D | +0.1% | +14.8% | -14.8% | -4.2% |
| 3M | +16.0% | +14.1% | +2.0% | +10.6% |
| 6M | +21.6% | +28.5% | -6.9% | +8.7% |
| YTD | -8.9% | +74.9% | -83.8% | -26.2% |
| 1Y | -16.6% | +61.7% | -78.3% | -31.1% |
| 3Y | +43.3% | +80.3% | -37.0% | +11.3% |
| 5Y | +25.7% | +226.0% | -200.3% | -24.3% |
| 10Y | +689.5% | +569.9% | +119.6% | +242.5% |
| All | +967.7% | +1,516.0% | -548.3% | +176.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling